+697.8%
MTZ vs CMS
+117.1%
+580.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -11.1% | -3.6% | -7.5% | -10.3% |
| 3M | -36.7% | -1.9% | -34.8% | -36.7% |
| 6M | -21.9% | -11.0% | -11.0% | -20.0% |
| YTD | +9.1% | +0.2% | +8.9% | +8.6% |
| 1Y | +30.0% | -1.3% | +31.3% | +29.6% |
| 3Y | +138.5% | +35.9% | +102.5% | +115.3% |
| 5Y | +158.3% | +23.1% | +135.3% | +138.0% |
| All | +697.8% | +117.1% | +580.7% | +725.8% |
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