+425.7%
META vs STZ
+12.5%
+413.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | +5.7% | +3.4% | +2.3% | +4.7% |
| 30D | -10.8% | +19.6% | -30.3% | -15.5% |
| 3M | +8.4% | +8.0% | +0.4% | +5.6% |
| 6M | +5.4% | -0.3% | +5.6% | +4.6% |
| YTD | -2.6% | +8.6% | -11.2% | -7.2% |
| 1Y | +3.5% | +17.3% | -13.8% | -4.2% |
| 3Y | +102.0% | -34.7% | +136.7% | +123.5% |
| 5Y | +93.1% | -27.6% | +120.7% | +104.4% |
| 10Y | +425.7% | +11.8% | +413.9% | +361.8% |
| All | +425.7% | +12.5% | +413.1% | +361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling