+2,498.9%
MAR vs STZ
+2,114.0%
+384.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -4.2% | -1.9% | -2.2% | -3.6% |
| 30D | -6.7% | -1.9% | -4.8% | -6.2% |
| 3M | -12.5% | -6.2% | -6.3% | -11.0% |
| 6M | +0.6% | -14.0% | +14.6% | +4.8% |
| YTD | +9.1% | -5.1% | +14.2% | +9.6% |
| 1Y | +26.2% | -9.6% | +35.8% | +28.3% |
| 3Y | +68.2% | -47.2% | +115.4% | +99.9% |
| 5Y | +163.9% | -33.6% | +197.5% | +188.6% |
| 10Y | +420.6% | -9.8% | +430.3% | +408.1% |
| All | +2,498.9% | +2,114.0% | +384.9% | +940.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling