+2,067.4%
MTZ vs CMS
+475.9%
+1,591.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -10.6% | +1.7% | -12.3% | -11.1% |
| 30D | -30.4% | +8.6% | -39.0% | -32.1% |
| 3M | -40.4% | -0.5% | -39.9% | -40.4% |
| 6M | -63.7% | -4.2% | -59.5% | -63.4% |
| YTD | -26.9% | +3.4% | -30.3% | -28.0% |
| 1Y | -20.2% | +0.4% | -20.6% | -20.7% |
| 3Y | +208.1% | +38.2% | +169.9% | +176.6% |
| 5Y | +69.4% | +35.4% | +34.0% | +51.5% |
| 10Y | +440.6% | +131.7% | +308.9% | +306.8% |
| All | +2,067.4% | +475.9% | +1,591.5% | +904.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling