+517.0%
MA vs STZ
-9.3%
+526.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | +1.5% | -1.9% | +3.4% | +2.1% |
| 3M | +20.4% | -6.2% | +26.7% | +22.9% |
| 6M | +11.1% | -14.0% | +25.2% | +16.4% |
| YTD | +2.0% | -5.1% | +7.1% | +1.6% |
| 1Y | -2.2% | -9.6% | +7.4% | -0.9% |
| 3Y | +41.9% | -47.2% | +89.1% | +77.9% |
| 5Y | +75.4% | -33.6% | +108.9% | +93.7% |
| All | +517.0% | -9.3% | +526.3% | +474.3% |
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