+61.7%
MAS vs STZ
-36.0%
+97.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +4.6% | +11.8% | -7.2% | +0.7% |
| 30D | +19.9% | +26.0% | -6.1% | +11.1% |
| 3M | +8.9% | +11.5% | -2.6% | +4.8% |
| 6M | +20.2% | -2.0% | +22.1% | +20.3% |
| YTD | +33.9% | +7.9% | +26.0% | +29.3% |
| 1Y | +34.7% | +13.9% | +20.7% | +27.6% |
| All | +61.7% | -36.0% | +97.7% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling