+398.0%
MTZ vs STT
+198.3%
+199.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +5.0% | +4.8% | +0.2% | +2.2% |
| 30D | -6.0% | +3.9% | -9.9% | -8.4% |
| 3M | -36.1% | -8.2% | -28.0% | -32.9% |
| 6M | -56.9% | +15.6% | -72.5% | -60.6% |
| YTD | -15.9% | +37.6% | -53.5% | -31.5% |
| 1Y | -3.8% | +50.1% | -54.0% | -25.7% |
| 3Y | +272.3% | +183.1% | +89.2% | +95.5% |
| 5Y | +91.1% | +104.8% | -13.8% | +15.7% |
| All | +398.0% | +198.3% | +199.8% | +105.6% |
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