+714.5%
MTZ vs STLA
+51.8%
+662.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.6% |
| 7D | -1.6% | +2.6% | -4.2% | -2.6% |
| 30D | -11.1% | -1.2% | -9.8% | -11.1% |
| 3M | -36.7% | -24.8% | -11.9% | -30.2% |
| 6M | -21.9% | -25.6% | +3.6% | -14.1% |
| YTD | +9.1% | -48.9% | +58.1% | +35.0% |
| 1Y | +30.0% | -38.8% | +68.7% | +46.7% |
| 3Y | +138.5% | -64.5% | +203.0% | +223.2% |
| 5Y | +158.3% | -62.4% | +220.8% | +227.5% |
| All | +714.5% | +51.8% | +662.8% | +557.2% |
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