-40.7%
STLA vs MTB
+22.9%
-63.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | -5.2% | -4.6% | -0.6% | -3.3% |
| 3M | -24.9% | +6.3% | -31.1% | -27.3% |
| 6M | -25.2% | +15.6% | -40.8% | -31.0% |
| YTD | -51.4% | +20.6% | -72.0% | -57.8% |
| 1Y | -40.7% | +22.5% | -63.2% | -50.7% |
| All | -40.7% | +22.9% | -63.6% | -50.7% |
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