+95.0%
MTZ vs STT
+104.1%
-9.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +5.0% | +4.8% | +0.2% | +2.4% |
| 30D | -6.0% | +3.9% | -9.9% | -8.2% |
| 3M | -36.1% | -8.2% | -28.0% | -33.2% |
| 6M | -56.9% | +15.6% | -72.5% | -60.3% |
| YTD | -15.9% | +37.6% | -53.5% | -30.3% |
| 1Y | -3.8% | +50.1% | -54.0% | -24.1% |
| 3Y | +272.3% | +183.1% | +89.2% | +109.4% |
| All | +95.0% | +104.1% | -9.1% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling