+697.8%
MTZ vs STRL
+7,064.8%
-6,367.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.6% | -0.2% |
| 7D | -1.6% | +3.4% | -5.0% | -2.9% |
| 30D | -11.1% | -9.2% | -1.8% | -7.6% |
| 3M | -36.7% | -51.0% | +14.3% | -17.6% |
| 6M | -21.9% | +15.8% | -37.7% | -33.1% |
| YTD | +9.1% | +58.9% | -49.7% | -18.6% |
| 1Y | +30.0% | +68.5% | -38.6% | -6.9% |
| 3Y | +138.5% | +485.2% | -346.8% | -2.7% |
| 5Y | +158.3% | +2,005.1% | -1,846.8% | -40.0% |
| All | +697.8% | +7,064.8% | -6,367.0% | -1.1% |
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