+441.9%
MAR vs STZ
-13.0%
+454.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | -0.5% | -6.0% | +5.5% | +2.1% |
| 30D | -4.7% | -8.9% | +4.2% | -1.1% |
| 3M | -15.6% | -12.6% | -3.1% | -11.3% |
| 6M | +1.2% | -17.2% | +18.4% | +8.4% |
| YTD | +7.5% | -10.0% | +17.5% | +10.0% |
| 1Y | +26.6% | -14.3% | +40.9% | +31.9% |
| 3Y | +66.0% | -49.9% | +115.9% | +115.2% |
| 5Y | +154.1% | -38.2% | +192.3% | +190.3% |
| 10Y | +441.9% | -12.0% | +453.8% | +427.0% |
| All | +441.9% | -13.0% | +454.9% | +427.0% |
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