-6.0%
MTZ vs STLA
-57.6%
+51.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | -2.4% | -6.4% | +3.9% | -2.3% |
| 30D | -11.1% | -1.3% | -9.8% | -11.2% |
| 3M | -30.6% | -19.9% | -10.7% | -30.5% |
| 6M | -54.4% | -42.9% | -11.5% | -53.5% |
| YTD | -13.0% | -59.4% | +46.4% | -14.3% |
| All | -6.0% | -57.6% | +51.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling