+266.4%
STT vs MTB
+172.8%
+93.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.3% |
| 30D | +2.8% | -4.6% | +7.4% | +6.1% |
| 3M | +18.1% | +6.3% | +11.9% | +13.2% |
| 6M | +59.2% | +15.6% | +43.6% | +44.1% |
| YTD | +51.5% | +20.6% | +30.9% | +33.2% |
| 1Y | +75.7% | +22.5% | +53.1% | +52.6% |
| 3Y | +200.8% | +114.4% | +86.3% | +75.6% |
| 5Y | +155.8% | +101.9% | +53.9% | +48.0% |
| 10Y | +266.4% | +170.4% | +96.0% | +55.5% |
| All | +266.4% | +172.8% | +93.5% | +55.5% |
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