+93.5%
MTZ vs CMS
+34.5%
+59.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +16.5% | -1.3% | +17.7% | +16.7% |
| 30D | -10.2% | +5.3% | -15.5% | -11.2% |
| 3M | -34.2% | -0.3% | -33.8% | -34.2% |
| 6M | -56.0% | -4.0% | -51.9% | -55.8% |
| YTD | -14.8% | +2.1% | -17.0% | -15.8% |
| 1Y | -7.2% | -4.7% | -2.5% | -6.8% |
| 3Y | +275.8% | +36.8% | +239.0% | +231.4% |
| 5Y | +93.5% | +34.9% | +58.6% | +81.0% |
| All | +93.5% | +34.5% | +59.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling