+1,077.4%
STX vs MTZ
+162.0%
+915.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | +9.6% | +2.3% | +7.3% | +8.6% |
| 30D | +10.6% | -10.3% | +20.9% | +16.6% |
| 3M | +4.8% | -31.8% | +36.6% | +23.5% |
| 6M | +137.3% | -19.2% | +156.4% | +163.3% |
| YTD | +222.5% | +10.7% | +211.8% | +218.3% |
| 1Y | +366.2% | +37.5% | +328.7% | +329.4% |
| 3Y | +1,352.9% | +162.4% | +1,190.6% | +977.8% |
| 5Y | +1,077.4% | +166.3% | +911.1% | +715.8% |
| All | +1,077.4% | +162.0% | +915.4% | +715.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling