+772.7%
MTZ vs CRS
+1,346.1%
-573.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +5.4% |
| 7D | +3.6% | -3.1% | +6.6% | +4.9% |
| 30D | -9.6% | -19.6% | +10.0% | -0.4% |
| 3M | -31.9% | -8.1% | -23.9% | -29.7% |
| 6M | -13.8% | +18.6% | -32.4% | -21.4% |
| YTD | +13.3% | +45.9% | -32.6% | -6.3% |
| 1Y | +39.3% | +82.5% | -43.2% | +2.8% |
| 3Y | +168.3% | +648.9% | -480.6% | -0.1% |
| 5Y | +166.4% | +1,438.1% | -1,271.7% | -34.7% |
| All | +772.7% | +1,346.1% | -573.4% | +79.1% |
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