+140.2%
MAS vs STZ
-9.8%
+149.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -0.8% | -1.9% | +1.2% | 0.0% |
| 30D | -5.6% | -1.9% | -3.7% | -5.0% |
| 3M | +4.4% | -6.2% | +10.7% | +6.7% |
| 6M | +7.2% | -14.0% | +21.2% | +13.0% |
| YTD | +16.1% | -5.1% | +21.2% | +17.3% |
| 1Y | +0.1% | -9.6% | +9.7% | +2.8% |
| 3Y | +28.3% | -47.2% | +75.5% | +60.6% |
| 5Y | +30.5% | -33.6% | +64.0% | +47.4% |
| All | +140.2% | -9.8% | +149.9% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling