+131.4%
MKSI vs STZ
-11.8%
+143.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.0% |
| 7D | +2.7% | -4.5% | +7.2% | +2.3% |
| 30D | -12.8% | -8.6% | -4.2% | -13.4% |
| 3M | -22.5% | -13.8% | -8.8% | -22.9% |
| 6M | +19.4% | -17.2% | +36.5% | +19.3% |
| YTD | +67.7% | -9.4% | +77.1% | +62.0% |
| 1Y | +131.4% | -11.9% | +143.3% | +130.7% |
| All | +131.4% | -11.8% | +143.2% | +130.7% |
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 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