+95.0%
MTZ vs CTAS
+115.9%
-20.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | +5.0% | +2.0% | +3.0% | +4.2% |
| 30D | -6.0% | +8.7% | -14.7% | -9.5% |
| 3M | -36.1% | +13.3% | -49.4% | -39.7% |
| 6M | -56.9% | +39.4% | -96.3% | -64.2% |
| YTD | -15.9% | +21.5% | -37.4% | -25.0% |
| 1Y | -3.8% | +21.9% | -25.7% | -14.5% |
| 3Y | +272.3% | +73.6% | +198.6% | +156.4% |
| All | +95.0% | +115.9% | -20.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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