+102.4%
STX vs MTZ
-7.9%
+110.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.3% |
| 7D | +14.6% | +5.0% | +9.6% | +11.3% |
| 30D | -26.0% | -6.0% | -20.0% | -23.6% |
| 3M | -42.6% | -36.1% | -6.5% | -22.7% |
| 6M | -35.3% | -56.9% | +21.6% | +17.6% |
| YTD | +92.5% | -15.9% | +108.4% | +91.9% |
| 1Y | +102.4% | -3.8% | +106.2% | +69.2% |
| All | +102.4% | -7.9% | +110.3% | +69.2% |
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