+123.8%
STX vs MTZ
-14.7%
+138.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -15.4% | +7.3% | +1.9% |
| 7D | -20.2% | -7.4% | -12.8% | -17.2% |
| 30D | -37.2% | -23.6% | -13.6% | -25.9% |
| 3M | -34.1% | -38.3% | +4.3% | -9.4% |
| 6M | -24.5% | -60.6% | +36.1% | +46.9% |
| YTD | +102.9% | -22.9% | +125.8% | +108.9% |
| 1Y | +123.8% | -14.3% | +138.1% | +100.1% |
| All | +123.8% | -14.7% | +138.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling