+0.8%
STLA vs MTB
+119.7%
-119.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -11.6% | -2.0% | -9.6% | -10.6% |
| 30D | -6.2% | +0.1% | -6.3% | -6.2% |
| 3M | -24.6% | -12.1% | -12.5% | -19.3% |
| 6M | -44.9% | +7.3% | -52.2% | -47.2% |
| YTD | -62.3% | +11.5% | -73.8% | -64.7% |
| 1Y | -61.8% | +21.3% | -83.1% | -65.9% |
| 3Y | -75.3% | +104.1% | -179.5% | -83.5% |
| 5Y | -72.5% | +61.8% | -134.3% | -79.7% |
| 10Y | +0.8% | +115.4% | -114.6% | -30.0% |
| All | +0.8% | +119.7% | -119.0% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling