+89.9%
MTZ vs STT
+109.6%
-19.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.8% | -4.6% |
| 7D | -8.7% | +1.1% | -9.8% | -9.4% |
| 30D | -15.0% | -1.9% | -13.0% | -14.2% |
| 3M | -32.6% | -7.6% | -25.0% | -29.7% |
| 6M | -56.3% | +16.0% | -72.3% | -59.9% |
| YTD | -16.8% | +36.2% | -53.0% | -30.6% |
| 1Y | -10.0% | +46.8% | -56.8% | -28.0% |
| 3Y | +267.1% | +177.8% | +89.3% | +108.6% |
| 5Y | +89.9% | +105.8% | -16.0% | +14.9% |
| All | +89.9% | +109.6% | -19.7% | +14.9% |
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 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