+95.0%
MTZ vs STLA
-74.6%
+169.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | +5.0% | -13.8% | +18.8% | +9.5% |
| 30D | -6.0% | -10.5% | +4.5% | -3.6% |
| 3M | -36.1% | -28.9% | -7.3% | -30.3% |
| 6M | -56.9% | -49.7% | -7.1% | -47.6% |
| YTD | -15.9% | -64.9% | +49.0% | +12.0% |
| 1Y | -3.8% | -64.0% | +60.2% | +26.2% |
| 3Y | +272.3% | -77.4% | +349.7% | +462.6% |
| All | +95.0% | -74.6% | +169.6% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling