+132.3%
CMS vs MTB
+136.2%
-3.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.2% |
| 7D | -0.9% | -0.8% | -0.2% | -0.8% |
| 30D | +7.1% | +2.4% | +4.7% | +6.6% |
| 3M | -1.3% | -10.5% | +9.2% | +0.5% |
| 6M | -2.7% | +6.4% | -9.1% | -3.8% |
| YTD | +2.6% | +12.8% | -10.2% | +0.3% |
| 1Y | -2.0% | +23.3% | -25.3% | -5.7% |
| 3Y | +39.6% | +108.2% | -68.6% | +20.9% |
| 5Y | +35.3% | +68.6% | -33.2% | +19.5% |
| 10Y | +132.3% | +125.3% | +7.1% | +107.8% |
| All | +132.3% | +136.2% | -3.9% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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