+93.5%
MTZ vs MSCI
+7.0%
+86.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | +16.5% | -0.7% | +17.1% | +16.6% |
| 30D | -10.2% | +16.2% | -26.4% | -14.5% |
| 3M | -34.2% | +16.1% | -50.3% | -37.5% |
| 6M | -56.0% | +12.9% | -68.9% | -58.5% |
| YTD | -14.8% | +14.8% | -29.7% | -21.2% |
| 1Y | -7.2% | +13.8% | -21.0% | -13.8% |
| 3Y | +275.8% | +31.2% | +244.5% | +220.1% |
| 5Y | +93.5% | +5.6% | +87.9% | +73.9% |
| All | +93.5% | +7.0% | +86.5% | +73.9% |
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