+501.4%
MTZ vs CMS
+125.4%
+375.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.7% | +10.0% |
| 7D | -6.4% | -1.3% | -5.1% | -6.3% |
| 30D | -22.1% | +6.3% | -28.4% | -23.3% |
| 3M | -32.7% | -2.1% | -30.6% | -32.5% |
| 6M | -59.8% | -5.1% | -54.7% | -59.6% |
| YTD | -19.9% | +1.3% | -21.2% | -20.6% |
| 1Y | -11.5% | -1.4% | -10.1% | -11.7% |
| 3Y | +258.1% | +36.9% | +221.2% | +222.8% |
| 5Y | +85.5% | +32.5% | +53.0% | +67.6% |
| All | +501.4% | +125.4% | +375.9% | +588.1% |
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