+163.6%
MAR vs STZ
-29.4%
+193.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +4.3% | +4.9% | -0.6% | +3.1% |
| 30D | +16.8% | +20.9% | -4.1% | +11.2% |
| 3M | +16.0% | +8.0% | +8.0% | +13.5% |
| 6M | +16.5% | -5.3% | +21.7% | +17.6% |
| YTD | +35.0% | +5.9% | +29.1% | +31.1% |
| 1Y | +49.4% | +14.2% | +35.2% | +41.5% |
| 3Y | +124.1% | -37.0% | +161.0% | +148.1% |
| All | +163.6% | -29.4% | +193.0% | +158.4% |
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