+47.4%
MAS vs STZ
-26.9%
+74.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.3% | +0.3% | +3.5% |
| 7D | +14.2% | +13.0% | +1.2% | +8.8% |
| 30D | +26.8% | +29.4% | -2.6% | +14.6% |
| 3M | +13.1% | +11.6% | +1.5% | +8.0% |
| 6M | +27.9% | -0.2% | +28.2% | +27.2% |
| YTD | +38.7% | +8.6% | +30.1% | +32.4% |
| 1Y | +40.4% | +15.9% | +24.4% | +30.1% |
| 3Y | +66.1% | -35.4% | +101.5% | +92.2% |
| 5Y | +47.4% | -26.9% | +74.3% | +58.4% |
| All | +47.4% | -26.9% | +74.3% | +58.4% |
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