+157.9%
MTZ vs STT
+145.1%
+12.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | -11.1% | +3.9% | -14.9% | -13.1% |
| 3M | -36.7% | +20.0% | -56.7% | -42.8% |
| 6M | -21.9% | +55.3% | -77.3% | -39.0% |
| YTD | +9.1% | +53.3% | -44.2% | -14.7% |
| 1Y | +30.0% | +74.7% | -44.7% | -5.6% |
| 3Y | +138.5% | +205.8% | -67.4% | +28.5% |
| All | +157.9% | +145.1% | +12.8% | +38.5% |
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 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