+3,116.5%
MAR vs STZ
+2,371.7%
+744.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +4.3% | +4.9% | -0.6% | +2.7% |
| 30D | +16.8% | +20.9% | -4.1% | +9.7% |
| 3M | +16.0% | +8.0% | +8.0% | +12.7% |
| 6M | +16.5% | -5.3% | +21.7% | +17.6% |
| YTD | +35.0% | +5.9% | +29.1% | +30.5% |
| 1Y | +49.4% | +14.2% | +35.2% | +40.6% |
| 3Y | +124.1% | -37.0% | +161.0% | +150.8% |
| 5Y | +159.2% | -29.7% | +188.9% | +177.7% |
| 10Y | +553.9% | +5.2% | +548.8% | +507.0% |
| All | +3,116.5% | +2,371.7% | +744.8% | +1,139.4% |
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 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