+258.1%
MTZ vs MSI
+77.7%
+180.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.0% | +9.7% |
| 7D | -6.4% | +4.7% | -11.1% | -7.7% |
| 30D | -22.1% | +14.8% | -36.8% | -25.2% |
| 3M | -32.7% | +8.8% | -41.5% | -34.5% |
| 6M | -59.8% | +19.3% | -79.1% | -62.5% |
| YTD | -19.9% | +35.3% | -55.2% | -31.2% |
| 1Y | -11.5% | +33.8% | -45.2% | -23.4% |
| 3Y | +258.1% | +74.4% | +183.6% | +120.5% |
| All | +258.1% | +77.7% | +180.4% | +120.5% |
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