+156.4%
MAR vs STZ
-36.5%
+192.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.8% |
| 7D | -1.7% | -7.4% | +5.7% | +0.2% |
| 30D | -6.9% | -10.9% | +4.0% | -4.2% |
| 3M | -15.8% | -13.4% | -2.4% | -12.9% |
| 6M | +1.9% | -16.2% | +18.1% | +6.1% |
| YTD | +6.6% | -10.4% | +17.1% | +8.2% |
| 1Y | +23.7% | -14.8% | +38.4% | +27.1% |
| 3Y | +64.6% | -50.1% | +114.7% | +96.5% |
| 5Y | +156.4% | -38.8% | +195.2% | +174.2% |
| All | +156.4% | -36.5% | +192.9% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling