+1,383.2%
STX vs MTB
+118.5%
+1,264.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.7% |
| 7D | +10.7% | +2.8% | +8.0% | +9.7% |
| 30D | +11.3% | -4.2% | +15.5% | +13.0% |
| 3M | +3.2% | +7.8% | -4.6% | -0.4% |
| 6M | +157.0% | +14.8% | +142.2% | +141.0% |
| YTD | +229.2% | +20.8% | +208.4% | +202.1% |
| 1Y | +381.8% | +23.1% | +358.7% | +337.8% |
| 3Y | +1,383.2% | +114.8% | +1,268.3% | +1,098.0% |
| All | +1,383.2% | +118.5% | +1,264.6% | +1,098.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling