+492.6%
MTZ vs CMS
+127.7%
+364.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -11.1% | +7.1% | -18.2% | -12.7% |
| 3M | -30.6% | -1.3% | -29.3% | -30.5% |
| 6M | -54.4% | -2.7% | -51.7% | -54.3% |
| YTD | -13.0% | +2.6% | -15.7% | -14.1% |
| 1Y | -5.7% | -2.0% | -3.7% | -5.8% |
| 3Y | +297.2% | +39.6% | +257.5% | +254.8% |
| 5Y | +95.9% | +35.3% | +60.6% | +75.3% |
| 10Y | +492.6% | +132.3% | +360.3% | +542.0% |
| All | +492.6% | +127.7% | +364.9% | +542.0% |
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