+2,274.1%
MTZ vs MSI
+4,457.4%
-2,183.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.0% | +9.7% |
| 7D | -6.4% | +4.7% | -11.1% | -8.2% |
| 30D | -22.1% | +14.8% | -36.8% | -26.3% |
| 3M | -32.7% | +8.8% | -41.5% | -35.2% |
| 6M | -59.8% | +19.3% | -79.1% | -63.2% |
| YTD | -19.9% | +35.3% | -55.2% | -30.2% |
| 1Y | -11.5% | +33.8% | -45.2% | -22.6% |
| 3Y | +258.1% | +74.4% | +183.6% | +183.0% |
| 5Y | +85.5% | +120.5% | -35.0% | +33.8% |
| 10Y | +492.2% | +685.2% | -193.0% | +172.8% |
| All | +2,274.1% | +4,457.4% | -2,183.3% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling