+157.9%
MTZ vs CSGP
-64.7%
+222.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.6% |
| 7D | -1.6% | -4.1% | +2.5% | -0.8% |
| 30D | -11.1% | +2.3% | -13.4% | -11.9% |
| 3M | -36.7% | -8.2% | -28.5% | -36.1% |
| 6M | -21.9% | -35.1% | +13.1% | -13.7% |
| YTD | +9.1% | -54.0% | +63.1% | +33.0% |
| 1Y | +30.0% | -65.3% | +95.3% | +74.1% |
| 3Y | +138.5% | -62.6% | +201.0% | +204.9% |
| All | +157.9% | -64.7% | +222.6% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling