-6.0%
MTZ vs MSI
+36.7%
-42.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +9.3% |
| 7D | -2.4% | +8.3% | -10.8% | -0.2% |
| 30D | -11.1% | +18.9% | -30.0% | -7.2% |
| 3M | -30.6% | +13.2% | -43.8% | -28.1% |
| 6M | -54.4% | +38.3% | -92.6% | -52.3% |
| YTD | -13.0% | +38.9% | -51.9% | -6.1% |
| All | -6.0% | +36.7% | -42.6% | +8.6% |
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