+398.0%
MTZ vs MSI
+664.3%
-266.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | +3.2% | +1.7% | +3.2% |
| 30D | -6.0% | +17.6% | -23.6% | -15.0% |
| 3M | -36.1% | +14.5% | -50.6% | -41.6% |
| 6M | -56.9% | +34.3% | -91.1% | -64.9% |
| YTD | -15.9% | +39.7% | -55.6% | -34.5% |
| 1Y | -3.8% | +40.2% | -44.0% | -25.4% |
| 3Y | +272.3% | +77.1% | +195.1% | +143.3% |
| 5Y | +91.1% | +124.0% | -33.0% | +4.3% |
| All | +398.0% | +664.3% | -266.3% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling