-10.0%
MTZ vs STLA
-59.1%
+49.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -4.3% |
| 7D | -8.7% | -4.9% | -3.8% | -8.6% |
| 30D | -15.0% | -4.9% | -10.0% | -15.0% |
| 3M | -32.6% | -23.7% | -8.9% | -32.4% |
| 6M | -56.3% | -45.0% | -11.4% | -55.5% |
| YTD | -16.8% | -60.9% | +44.1% | -17.9% |
| 1Y | -10.0% | -58.9% | +48.8% | -12.2% |
| All | -10.0% | -59.1% | +49.1% | -12.2% |
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 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