-4.3%
MTZ vs CMS
-2.8%
-1.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +12.9% | -1.1% | +14.0% | +12.8% |
| 30D | -8.5% | +6.6% | -15.1% | -8.9% |
| 3M | -30.6% | +0.8% | -31.4% | -30.6% |
| 6M | -55.1% | -3.3% | -51.8% | -55.5% |
| YTD | -13.0% | +2.7% | -15.7% | -14.9% |
| 1Y | -4.3% | -4.0% | -0.2% | -2.8% |
| All | -4.3% | -2.8% | -1.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling