+42.7%
MKSI vs STZ
+14.7%
+28.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.3% | -10.3% | -3.0% |
| 7D | -10.7% | +13.0% | -23.7% | -6.3% |
| 30D | -30.5% | +29.4% | -59.9% | -24.6% |
| 3M | -39.2% | +11.6% | -50.8% | -35.6% |
| 6M | -33.0% | -0.2% | -32.8% | -29.3% |
| YTD | +22.3% | +8.6% | +13.8% | +28.5% |
| 1Y | +42.7% | +15.9% | +26.8% | +65.0% |
| All | +42.7% | +14.7% | +28.0% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling