+166.4%
MTZ vs CRS
+1,394.1%
-1,227.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +5.2% |
| 7D | +3.6% | -3.1% | +6.6% | +4.8% |
| 30D | -9.6% | -19.6% | +10.0% | -1.4% |
| 3M | -31.9% | -8.1% | -23.9% | -29.8% |
| 6M | -13.8% | +18.6% | -32.4% | -20.5% |
| YTD | +13.3% | +45.9% | -32.6% | -4.0% |
| 1Y | +39.3% | +82.5% | -43.2% | +6.9% |
| 3Y | +168.3% | +648.9% | -480.6% | +20.2% |
| 5Y | +166.4% | +1,438.1% | -1,271.7% | -12.3% |
| All | +166.4% | +1,394.1% | -1,227.7% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling