+501.4%
MTZ vs CSGP
+63.3%
+438.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.7% | +14.2% | +10.9% |
| 7D | -6.4% | +1.3% | -7.7% | -7.1% |
| 30D | -22.1% | +10.7% | -32.7% | -25.8% |
| 3M | -32.7% | +3.3% | -36.0% | -35.0% |
| 6M | -59.8% | -10.3% | -49.5% | -60.1% |
| YTD | -19.9% | -54.6% | +34.7% | +0.6% |
| 1Y | -11.5% | -54.6% | +43.2% | +10.9% |
| 3Y | +258.1% | -60.3% | +318.4% | +361.7% |
| 5Y | +85.5% | -63.3% | +148.8% | +139.2% |
| All | +501.4% | +63.3% | +438.1% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling