+70.6%
MA vs STZ
-35.6%
+106.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | -1.8% | -0.9% | -0.8% | -1.6% |
| 30D | +11.0% | +14.9% | -3.9% | +8.9% |
| 3M | +17.9% | +8.4% | +9.4% | +16.4% |
| 6M | +33.2% | +2.8% | +30.3% | +32.1% |
| YTD | +16.5% | +7.5% | +9.0% | +13.5% |
| 1Y | +19.1% | +12.5% | +6.5% | +14.9% |
| All | +70.6% | -35.6% | +106.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling