-14.3%
MTZ vs MSI
+28.6%
-42.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.2% | -16.6% | -15.1% |
| 7D | -7.4% | +2.8% | -10.2% | -6.7% |
| 30D | -23.6% | +9.1% | -32.7% | -22.0% |
| 3M | -38.3% | +12.5% | -50.8% | -36.6% |
| 6M | -60.6% | +14.2% | -74.8% | -58.8% |
| YTD | -22.9% | +30.7% | -53.6% | -18.8% |
| 1Y | -14.3% | +27.5% | -41.8% | -2.9% |
| All | -14.3% | +28.6% | -42.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling