+95.0%
MTZ vs MSCI
+6.3%
+88.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +5.0% | +2.7% | +2.3% | +4.2% |
| 30D | -6.0% | +17.4% | -23.4% | -10.8% |
| 3M | -36.1% | +14.8% | -50.9% | -39.1% |
| 6M | -56.9% | +16.1% | -73.0% | -59.8% |
| YTD | -15.9% | +16.0% | -31.9% | -22.4% |
| 1Y | -3.8% | +16.4% | -20.3% | -11.5% |
| 3Y | +272.3% | +35.3% | +236.9% | +213.1% |
| All | +95.0% | +6.3% | +88.7% | +76.7% |
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