+69.4%
MTZ vs MSCI
+4.3%
+65.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -4.4% |
| 7D | -10.6% | +6.0% | -16.7% | -12.3% |
| 30D | -30.4% | +18.2% | -48.6% | -34.1% |
| 3M | -40.4% | +15.1% | -55.5% | -43.2% |
| 6M | -63.7% | +13.7% | -77.4% | -65.8% |
| YTD | -26.9% | +15.6% | -42.5% | -32.4% |
| 1Y | -20.2% | +16.3% | -36.5% | -26.5% |
| 3Y | +208.1% | +36.9% | +171.3% | +157.9% |
| 5Y | +69.4% | +6.3% | +63.1% | +51.9% |
| All | +69.4% | +4.3% | +65.0% | +51.9% |
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