+444.4%
MTZ vs CMS
+137.8%
+306.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +12.9% | -1.1% | +14.0% | +13.1% |
| 30D | -8.5% | +6.6% | -15.1% | -10.1% |
| 3M | -30.6% | +0.8% | -31.4% | -30.9% |
| 6M | -55.1% | -3.3% | -51.8% | -55.0% |
| YTD | -13.0% | +2.7% | -15.7% | -14.0% |
| 1Y | -4.3% | -4.0% | -0.2% | -3.8% |
| 3Y | +284.0% | +37.6% | +246.4% | +244.1% |
| 5Y | +97.7% | +35.4% | +62.2% | +76.7% |
| 10Y | +444.4% | +136.0% | +308.4% | +485.6% |
| All | +444.4% | +137.8% | +306.6% | +485.6% |
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