+285.3%
MTZ vs MSI
+77.7%
+207.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.2% |
| 7D | +12.9% | +7.7% | +5.2% | +10.7% |
| 30D | -8.5% | +19.9% | -28.5% | -13.2% |
| 3M | -30.6% | +14.9% | -45.6% | -33.4% |
| 6M | -55.1% | +37.2% | -92.3% | -60.3% |
| YTD | -13.0% | +40.8% | -53.7% | -25.9% |
| 1Y | -4.3% | +38.1% | -42.4% | -17.4% |
| All | +285.3% | +77.7% | +207.6% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling