+501.4%
MTZ vs STT
+204.5%
+296.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.4% |
| 7D | -6.4% | -2.5% | -3.9% | -5.2% |
| 30D | -22.1% | -5.0% | -17.1% | -19.8% |
| 3M | -32.7% | -10.5% | -22.2% | -28.3% |
| 6M | -59.8% | +10.0% | -69.8% | -62.3% |
| YTD | -19.9% | +30.7% | -50.6% | -32.8% |
| 1Y | -11.5% | +43.8% | -55.2% | -29.9% |
| 3Y | +258.1% | +168.1% | +90.0% | +93.1% |
| 5Y | +85.5% | +101.4% | -15.9% | +12.8% |
| All | +501.4% | +204.5% | +296.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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