+1,191.4%
MAS vs STZ
+9,621.1%
-8,429.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.8% | -1.9% | +1.2% | -0.2% |
| 30D | -5.6% | -1.9% | -3.7% | -5.2% |
| 3M | +4.4% | -6.2% | +10.7% | +6.0% |
| 6M | +7.2% | -14.0% | +21.2% | +11.2% |
| YTD | +16.1% | -5.1% | +21.2% | +17.1% |
| 1Y | +0.1% | -9.6% | +9.7% | +2.1% |
| 3Y | +28.3% | -47.2% | +75.5% | +49.6% |
| 5Y | +30.5% | -33.6% | +64.0% | +42.7% |
| 10Y | +139.1% | -9.8% | +148.9% | +134.8% |
| All | +1,191.4% | +9,621.1% | -8,429.7% | +456.6% |
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 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