+442.2%
MTZ vs CMS
+134.3%
+307.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.4% |
| 7D | -8.7% | +0.5% | -9.2% | -8.9% |
| 30D | -15.0% | +7.4% | -22.4% | -16.6% |
| 3M | -32.6% | +1.9% | -34.5% | -33.0% |
| 6M | -56.3% | -2.3% | -54.0% | -56.3% |
| YTD | -16.8% | +3.0% | -19.8% | -17.9% |
| 1Y | -10.0% | -2.8% | -7.3% | -9.9% |
| 3Y | +267.1% | +37.9% | +229.2% | +228.7% |
| 5Y | +89.9% | +34.0% | +55.9% | +70.2% |
| 10Y | +442.2% | +138.1% | +304.1% | +479.4% |
| All | +442.2% | +134.3% | +307.9% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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