+1,972.8%
STX vs MTB
+115.1%
+1,857.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +14.6% | +1.5% | +13.1% | +14.0% |
| 30D | -26.0% | +2.3% | -28.3% | -26.6% |
| 3M | -42.6% | -12.1% | -30.5% | -39.7% |
| 6M | -35.3% | +9.8% | -45.1% | -38.2% |
| YTD | +92.5% | +12.0% | +80.5% | +82.1% |
| 1Y | +102.4% | +22.0% | +80.4% | +84.8% |
| 3Y | +673.8% | +107.6% | +566.2% | +469.1% |
| 5Y | +463.1% | +61.9% | +401.2% | +345.1% |
| All | +1,972.8% | +115.1% | +1,857.7% | +1,439.1% |
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