-52.6%
STLA vs MTB
+27.0%
-79.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.2% |
| 7D | -0.6% | +2.0% | -2.7% | -1.6% |
| 30D | +3.6% | +2.9% | +0.6% | +2.0% |
| 3M | -20.6% | -10.7% | -10.0% | -16.0% |
| 6M | -34.3% | +6.3% | -40.7% | -37.2% |
| YTD | -57.3% | +13.8% | -71.1% | -64.4% |
| 1Y | -52.6% | +27.7% | -80.4% | -66.6% |
| All | -52.6% | +27.0% | -79.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling