-14.3%
MTZ vs STRL
-30.1%
+15.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -21.5% | +6.1% | -8.2% |
| 7D | -7.4% | -27.1% | +19.7% | +2.6% |
| 30D | -23.6% | -45.8% | +22.2% | -7.1% |
| 3M | -38.3% | -47.6% | +9.3% | -24.2% |
| 6M | -60.6% | -46.4% | -14.2% | -52.9% |
| YTD | -22.9% | -7.4% | -15.5% | -28.7% |
| 1Y | -14.3% | -25.9% | +11.6% | -14.5% |
| All | -14.3% | -30.1% | +15.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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