+492.6%
MTZ vs STT
+211.9%
+280.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.4% | +6.6% |
| 7D | -2.4% | +0.9% | -3.4% | -3.1% |
| 30D | -11.1% | -2.3% | -8.8% | -10.0% |
| 3M | -30.6% | -7.0% | -23.6% | -27.7% |
| 6M | -54.4% | +15.5% | -69.9% | -58.3% |
| YTD | -13.0% | +35.6% | -48.6% | -28.5% |
| 1Y | -5.7% | +47.9% | -53.5% | -26.4% |
| 3Y | +297.2% | +181.1% | +116.1% | +109.1% |
| 5Y | +95.9% | +108.2% | -12.3% | +17.2% |
| 10Y | +492.6% | +201.0% | +291.6% | +131.7% |
| All | +492.6% | +211.9% | +280.8% | +131.7% |
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