+325.3%
STX vs MTZ
+26.3%
+299.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.3% | -6.4% |
| 7D | -2.3% | +1.4% | -3.6% | -3.3% |
| 30D | -5.5% | -14.5% | +9.0% | +6.8% |
| 3M | -4.3% | -32.9% | +28.6% | +29.1% |
| 6M | +115.6% | -20.8% | +136.5% | +149.0% |
| YTD | +202.2% | +10.6% | +191.6% | +152.7% |
| 1Y | +325.3% | +27.1% | +298.2% | +207.2% |
| All | +325.3% | +26.3% | +299.0% | +207.2% |
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