+37.5%
MTZ vs CRS
+83.0%
-45.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | -10.3% | -18.1% | +7.8% | -2.4% |
| 3M | -31.8% | -12.4% | -19.4% | -27.6% |
| 6M | -19.2% | +15.9% | -35.1% | -24.6% |
| YTD | +10.7% | +45.8% | -35.1% | -5.4% |
| 1Y | +37.5% | +87.8% | -50.2% | +10.8% |
| All | +37.5% | +83.0% | -45.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling