-11.5%
MTZ vs CSGP
-56.4%
+44.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.7% | +14.2% | +8.4% |
| 7D | -6.4% | +1.3% | -7.7% | -6.0% |
| 30D | -22.1% | +10.7% | -32.7% | -19.8% |
| 3M | -32.7% | +3.3% | -36.0% | -31.7% |
| 6M | -59.8% | -10.3% | -49.5% | -59.4% |
| YTD | -19.9% | -54.6% | +34.7% | -19.6% |
| 1Y | -11.5% | -54.6% | +43.2% | -10.8% |
| All | -11.5% | -56.4% | +44.9% | -10.8% |
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