+442.2%
MTZ vs CRS
+849.0%
-406.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.2% |
| 7D | -8.7% | +0.2% | -8.9% | -8.6% |
| 30D | -15.0% | -22.9% | +7.9% | -5.5% |
| 3M | -32.6% | -46.8% | +14.3% | -11.3% |
| 6M | -56.3% | -30.4% | -25.9% | -49.5% |
| YTD | -16.8% | -5.4% | -11.4% | -17.2% |
| 1Y | -10.0% | -9.0% | -1.1% | -8.9% |
| 3Y | +267.1% | +352.2% | -85.0% | +70.6% |
| 5Y | +89.9% | +852.2% | -762.4% | -42.9% |
| 10Y | +442.2% | +862.6% | -420.4% | +37.0% |
| All | +442.2% | +849.0% | -406.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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