+74.8%
MTZ vs STT
+100.0%
-25.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.4% |
| 7D | -6.4% | -2.5% | -3.9% | -5.3% |
| 30D | -22.1% | -5.0% | -17.1% | -20.0% |
| 3M | -32.7% | -10.5% | -22.2% | -28.7% |
| 6M | -59.8% | +10.0% | -69.8% | -62.0% |
| YTD | -19.9% | +30.7% | -50.6% | -31.7% |
| 1Y | -11.5% | +43.8% | -55.2% | -28.4% |
| 3Y | +258.1% | +168.1% | +90.0% | +107.6% |
| All | +74.8% | +100.0% | -25.2% | +7.5% |
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