+1,144.9%
STX vs MTB
+102.5%
+1,042.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.7% |
| 7D | +10.7% | +2.8% | +8.0% | +9.5% |
| 30D | +11.3% | -4.2% | +15.5% | +13.2% |
| 3M | +3.2% | +7.8% | -4.6% | -0.6% |
| 6M | +157.0% | +14.8% | +142.2% | +140.5% |
| YTD | +229.2% | +20.8% | +208.4% | +201.3% |
| 1Y | +381.8% | +23.1% | +358.7% | +336.2% |
| 3Y | +1,383.2% | +114.8% | +1,268.3% | +960.8% |
| 5Y | +1,144.9% | +103.3% | +1,041.6% | +782.4% |
| All | +1,144.9% | +102.5% | +1,042.4% | +782.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling