+398.0%
MTZ vs STLA
-4.1%
+402.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | +5.0% | -13.8% | +18.8% | +10.8% |
| 30D | -6.0% | -10.5% | +4.5% | -2.9% |
| 3M | -36.1% | -28.9% | -7.3% | -28.8% |
| 6M | -56.9% | -49.7% | -7.1% | -45.3% |
| YTD | -15.9% | -64.9% | +49.0% | +18.7% |
| 1Y | -3.8% | -64.0% | +60.2% | +33.6% |
| 3Y | +272.3% | -77.4% | +349.7% | +499.6% |
| 5Y | +91.1% | -74.4% | +165.5% | +178.1% |
| All | +398.0% | -4.1% | +402.1% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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