+714.5%
MTZ vs MSI
+595.6%
+118.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | -1.6% | -3.7% | +2.1% | +0.6% |
| 30D | -11.1% | +6.8% | -17.9% | -15.4% |
| 3M | -36.7% | +14.3% | -51.0% | -42.8% |
| 6M | -21.9% | -1.6% | -20.4% | -23.2% |
| YTD | +9.1% | +22.8% | -13.7% | -7.8% |
| 1Y | +30.0% | -1.1% | +31.1% | +26.6% |
| 3Y | +138.5% | +70.5% | +68.0% | +58.2% |
| 5Y | +158.3% | +102.8% | +55.5% | +49.2% |
| All | +714.5% | +595.6% | +118.9% | +123.8% |
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