+64.6%
MAR vs STZ
-50.3%
+114.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.3% |
| 7D | -1.7% | -7.4% | +5.7% | -0.3% |
| 30D | -6.9% | -10.9% | +4.0% | -5.0% |
| 3M | -15.8% | -13.4% | -2.4% | -13.7% |
| 6M | +1.9% | -16.2% | +18.1% | +5.0% |
| YTD | +6.6% | -10.4% | +17.1% | +7.8% |
| 1Y | +23.7% | -14.8% | +38.4% | +26.0% |
| 3Y | +64.6% | -50.1% | +114.7% | +82.2% |
| All | +64.6% | -50.3% | +114.9% | +82.2% |
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