+501.4%
MTZ vs STRL
+3,580.1%
-3,078.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.1% | +8.1% |
| 7D | -6.4% | -26.9% | +20.5% | +5.8% |
| 30D | -22.1% | -52.7% | +30.6% | +4.4% |
| 3M | -32.7% | -52.8% | +20.2% | -10.1% |
| 6M | -59.8% | -71.5% | +11.7% | -36.1% |
| YTD | -19.9% | -17.4% | -2.5% | -23.5% |
| 1Y | -11.5% | -35.0% | +23.5% | -7.2% |
| 3Y | +258.1% | +239.2% | +18.9% | +78.5% |
| 5Y | +85.5% | +830.2% | -744.6% | -41.7% |
| All | +501.4% | +3,580.1% | -3,078.7% | -9.5% |
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 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