+492.6%
MTZ vs STRL
+4,310.8%
-3,818.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +15.0% | -6.4% | +2.5% |
| 7D | -2.4% | -13.3% | +10.9% | +3.0% |
| 30D | -11.1% | -43.3% | +32.2% | +10.5% |
| 3M | -30.6% | -46.9% | +16.3% | -11.9% |
| 6M | -54.4% | -65.6% | +11.2% | -32.8% |
| YTD | -13.0% | -5.1% | -7.9% | -21.5% |
| 1Y | -5.7% | -23.1% | +17.4% | -7.7% |
| 3Y | +297.2% | +346.8% | -49.7% | +79.8% |
| 5Y | +95.9% | +907.2% | -811.3% | -39.9% |
| 10Y | +492.6% | +3,988.2% | -3,495.6% | -3.1% |
| All | +492.6% | +4,310.8% | -3,818.1% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling