+444.4%
MTZ vs STT
+203.9%
+240.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.7% |
| 7D | +12.9% | +0.4% | +12.4% | +12.8% |
| 30D | -8.5% | -0.4% | -8.1% | -8.4% |
| 3M | -30.6% | -6.5% | -24.1% | -28.0% |
| 6M | -55.1% | +17.2% | -72.3% | -59.4% |
| YTD | -13.0% | +38.2% | -51.2% | -29.3% |
| 1Y | -4.3% | +49.3% | -53.6% | -25.7% |
| 3Y | +284.0% | +181.9% | +102.1% | +101.9% |
| 5Y | +97.7% | +106.9% | -9.3% | +18.9% |
| 10Y | +444.4% | +203.1% | +241.3% | +113.9% |
| All | +444.4% | +203.9% | +240.5% | +113.9% |
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