+2,479.7%
MTZ vs CRS
+6,491.0%
-4,011.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.6% |
| 7D | +12.9% | +4.4% | +8.5% | +11.0% |
| 30D | -8.5% | -19.1% | +10.6% | -1.1% |
| 3M | -30.6% | -43.2% | +12.6% | -13.0% |
| 6M | -55.1% | -28.9% | -26.2% | -49.2% |
| YTD | -13.0% | -3.0% | -10.0% | -14.0% |
| 1Y | -4.3% | -5.3% | +1.1% | -4.5% |
| 3Y | +284.0% | +363.5% | -79.5% | +89.8% |
| 5Y | +97.7% | +858.2% | -760.5% | -32.7% |
| 10Y | +444.4% | +862.9% | -418.5% | +65.2% |
| All | +2,479.7% | +6,491.0% | -4,011.2% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling