+48.4%
MAR vs STZ
+15.6%
+32.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | +13.8% | +15.2% | -1.4% | +11.8% |
| 3M | +20.3% | +7.6% | +12.6% | +19.0% |
| 6M | +21.3% | +5.3% | +16.1% | +20.3% |
| YTD | +37.2% | +8.6% | +28.6% | +35.6% |
| 1Y | +48.4% | +15.6% | +32.9% | +42.3% |
| All | +48.4% | +15.6% | +32.9% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling