+1,442.2%
MAS vs STZ
+11,021.8%
-9,579.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.3% | +0.3% | +4.2% |
| 7D | +14.2% | +13.0% | +1.2% | +10.5% |
| 30D | +26.8% | +29.4% | -2.6% | +18.2% |
| 3M | +13.1% | +11.6% | +1.5% | +9.6% |
| 6M | +27.9% | -0.2% | +28.2% | +27.5% |
| YTD | +38.7% | +8.6% | +30.1% | +34.7% |
| 1Y | +40.4% | +15.9% | +24.4% | +33.8% |
| 3Y | +66.1% | -35.4% | +101.5% | +83.2% |
| 5Y | +47.4% | -26.9% | +74.3% | +57.0% |
| 10Y | +238.3% | +7.8% | +230.6% | +216.6% |
| All | +1,442.2% | +11,021.8% | -9,579.5% | +540.4% |
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