+43.5%
MAS vs STZ
-27.7%
+71.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +4.6% | +11.8% | -7.2% | +0.1% |
| 30D | +19.9% | +26.0% | -6.1% | +9.4% |
| 3M | +8.9% | +11.5% | -2.6% | +4.0% |
| 6M | +20.2% | -2.0% | +22.1% | +20.4% |
| YTD | +33.9% | +7.9% | +26.0% | +28.2% |
| 1Y | +34.7% | +13.9% | +20.7% | +25.7% |
| 3Y | +60.4% | -35.8% | +96.2% | +86.2% |
| 5Y | +43.5% | -28.4% | +71.9% | +54.7% |
| All | +43.5% | -27.7% | +71.2% | +54.7% |
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