+157.9%
MTZ vs MSCI
-6.7%
+164.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -11.1% | +0.6% | -11.6% | -11.4% |
| 3M | -36.7% | -7.1% | -29.6% | -35.9% |
| 6M | -21.9% | +0.8% | -22.8% | -23.8% |
| YTD | +9.1% | +1.0% | +8.1% | +5.7% |
| 1Y | +30.0% | +4.3% | +25.6% | +23.2% |
| 3Y | +138.5% | +9.9% | +128.5% | +117.7% |
| All | +157.9% | -6.7% | +164.6% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling