+15,762.5%
MA vs STZ
+614.7%
+15,147.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.8% | +5.3% | -3.5% | -0.2% |
| 30D | +11.8% | +19.6% | -7.8% | +4.3% |
| 3M | +17.2% | +10.0% | +7.2% | +12.5% |
| 6M | +33.4% | -0.3% | +33.7% | +32.4% |
| YTD | +16.1% | +8.6% | +7.6% | +9.9% |
| 1Y | +19.9% | +16.6% | +3.3% | +10.1% |
| 3Y | +70.1% | -34.8% | +104.9% | +91.9% |
| 5Y | +89.6% | -27.8% | +117.5% | +103.3% |
| 10Y | +568.4% | +12.5% | +555.9% | +478.2% |
| All | +15,762.5% | +614.7% | +15,147.8% | +4,799.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling