+1.5%
STLA vs MTB
+115.1%
-113.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -13.8% | +1.5% | -15.3% | -14.5% |
| 30D | -10.5% | +2.3% | -12.9% | -11.6% |
| 3M | -28.9% | -12.1% | -16.7% | -23.8% |
| 6M | -49.7% | +9.8% | -59.5% | -52.4% |
| YTD | -64.9% | +12.0% | -76.9% | -67.3% |
| 1Y | -64.0% | +22.0% | -86.1% | -68.0% |
| 3Y | -77.4% | +107.6% | -185.0% | -85.1% |
| 5Y | -74.4% | +61.9% | -136.3% | -81.2% |
| All | +1.5% | +115.1% | -113.6% | -36.5% |
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