+569.6%
MA vs STZ
+12.8%
+556.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | -1.8% | -0.9% | -0.8% | -1.4% |
| 30D | +11.0% | +14.9% | -3.9% | +5.1% |
| 3M | +17.9% | +8.4% | +9.4% | +13.8% |
| 6M | +33.2% | +2.8% | +30.3% | +30.7% |
| YTD | +16.5% | +7.5% | +9.0% | +10.2% |
| 1Y | +19.1% | +12.5% | +6.5% | +10.1% |
| 3Y | +70.6% | -35.4% | +106.0% | +95.9% |
| 5Y | +92.1% | -29.3% | +121.4% | +108.0% |
| 10Y | +569.6% | +11.8% | +557.8% | +484.0% |
| All | +569.6% | +12.8% | +556.8% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling