+501.4%
MTZ vs STLA
+18.3%
+483.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.8% | +9.6% |
| 7D | -6.4% | -4.5% | -1.9% | -5.1% |
| 30D | -22.1% | -3.9% | -18.2% | -21.4% |
| 3M | -32.7% | -20.2% | -12.5% | -28.1% |
| 6M | -59.8% | -42.2% | -17.7% | -51.7% |
| YTD | -19.9% | -59.3% | +39.4% | +6.8% |
| 1Y | -11.5% | -56.1% | +44.6% | +13.5% |
| 3Y | +258.1% | -73.7% | +331.7% | +441.9% |
| 5Y | +85.5% | -70.3% | +155.8% | +154.7% |
| All | +501.4% | +18.3% | +483.0% | +433.2% |
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