+7,325.6%
STT vs MTB
+8,294.1%
-968.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +1.7% | -1.2% | -0.8% |
| 30D | +3.9% | -4.2% | +8.0% | +7.1% |
| 3M | +20.0% | +8.9% | +11.1% | +12.5% |
| 6M | +55.3% | +10.9% | +44.4% | +43.5% |
| YTD | +53.3% | +21.5% | +31.9% | +32.3% |
| 1Y | +74.7% | +21.9% | +52.8% | +50.1% |
| 3Y | +205.8% | +109.2% | +96.6% | +71.7% |
| 5Y | +145.0% | +102.0% | +43.0% | +33.8% |
| 10Y | +266.0% | +171.9% | +94.1% | +48.6% |
| All | +7,325.6% | +8,294.1% | -968.4% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling