-14.3%
MTZ vs CSGP
-53.2%
+39.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.0% | -19.4% | -14.5% |
| 7D | -7.4% | +18.3% | -25.7% | -3.8% |
| 30D | -23.6% | +17.8% | -41.4% | -20.3% |
| 3M | -38.3% | +9.3% | -47.6% | -36.7% |
| 6M | -60.6% | -7.9% | -52.7% | -59.6% |
| YTD | -22.9% | -51.5% | +28.7% | -20.6% |
| 1Y | -14.3% | -53.3% | +39.0% | -10.6% |
| All | -14.3% | -53.2% | +39.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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