+498.8%
MAR vs STZ
+13.4%
+485.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.5% |
| 30D | +13.8% | +15.2% | -1.4% | +6.9% |
| 3M | +20.3% | +7.6% | +12.6% | +15.9% |
| 6M | +21.3% | +5.3% | +16.1% | +17.4% |
| YTD | +37.2% | +8.6% | +28.6% | +29.2% |
| 1Y | +48.4% | +15.6% | +32.9% | +35.4% |
| 3Y | +120.1% | -35.2% | +155.3% | +154.6% |
| 5Y | +182.1% | -29.1% | +211.2% | +205.3% |
| All | +498.8% | +13.4% | +485.4% | +432.5% |
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