+89.9%
MTZ vs CSGP
-63.3%
+153.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.9% |
| 7D | -8.7% | -3.2% | -5.6% | -8.4% |
| 30D | -15.0% | +2.2% | -17.2% | -16.1% |
| 3M | -32.6% | -3.7% | -28.9% | -33.1% |
| 6M | -56.3% | -7.4% | -48.9% | -56.7% |
| YTD | -16.8% | -54.9% | +38.1% | +1.0% |
| 1Y | -10.0% | -54.9% | +44.8% | +8.9% |
| 3Y | +267.1% | -61.9% | +329.0% | +362.6% |
| 5Y | +89.9% | -63.1% | +153.0% | +144.2% |
| All | +89.9% | -63.3% | +153.2% | +144.2% |
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