-44.9%
STLA vs MTB
+4.9%
-49.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -11.6% | -2.0% | -9.6% | -10.8% |
| 30D | -6.2% | +0.1% | -6.3% | -6.1% |
| 3M | -24.6% | -12.1% | -12.5% | -21.8% |
| 6M | -44.9% | +7.3% | -52.2% | -46.3% |
| All | -44.9% | +4.9% | -49.8% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling