+69.4%
MTZ vs CMS
+36.2%
+33.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -10.6% | +1.7% | -12.3% | -10.9% |
| 30D | -30.4% | +8.6% | -39.0% | -31.5% |
| 3M | -40.4% | -0.5% | -39.9% | -40.4% |
| 6M | -63.7% | -4.2% | -59.5% | -63.5% |
| YTD | -26.9% | +3.4% | -30.3% | -27.8% |
| 1Y | -20.2% | +0.4% | -20.6% | -20.6% |
| 3Y | +208.1% | +38.2% | +169.9% | +173.1% |
| 5Y | +69.4% | +35.4% | +34.0% | +63.6% |
| All | +69.4% | +36.2% | +33.2% | +63.6% |
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