+3,134.4%
MTZ vs STT
+7,372.9%
-4,238.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -11.1% | +3.9% | -14.9% | -12.5% |
| 3M | -36.7% | +20.0% | -56.7% | -41.2% |
| 6M | -21.9% | +55.3% | -77.3% | -34.7% |
| YTD | +9.1% | +53.3% | -44.2% | -8.7% |
| 1Y | +30.0% | +74.7% | -44.7% | +3.2% |
| 3Y | +138.5% | +205.8% | -67.4% | +51.7% |
| 5Y | +158.3% | +145.0% | +13.3% | +74.5% |
| 10Y | +700.8% | +266.0% | +434.8% | +358.2% |
| All | +3,134.4% | +7,372.9% | -4,238.5% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling