+646.2%
STX vs MTB
+103.9%
+542.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +8.9% |
| 7D | -14.8% | -0.8% | -14.0% | -14.4% |
| 30D | -35.4% | +2.4% | -37.8% | -35.9% |
| 3M | -37.7% | -10.5% | -27.2% | -35.0% |
| 6M | -35.2% | +6.4% | -41.6% | -37.9% |
| YTD | +84.4% | +12.8% | +71.6% | +71.7% |
| 1Y | +82.3% | +23.3% | +59.0% | +62.8% |
| 3Y | +646.2% | +108.2% | +538.0% | +464.2% |
| All | +646.2% | +103.9% | +542.3% | +464.2% |
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