+553.7%
MS vs STZ
+11.6%
+542.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +5.3% | -4.6% | -1.2% |
| 30D | -0.7% | +19.6% | -20.3% | -7.9% |
| 3M | -12.4% | +10.0% | -22.3% | -16.3% |
| 6M | -1.7% | -0.3% | -1.5% | -3.0% |
| YTD | +8.0% | +8.6% | -0.5% | +1.1% |
| 1Y | +16.2% | +16.6% | -0.4% | +4.9% |
| 3Y | +171.3% | -34.8% | +206.1% | +211.6% |
| 5Y | +124.8% | -27.8% | +152.6% | +140.9% |
| 10Y | +553.7% | +12.5% | +541.2% | +510.8% |
| All | +553.7% | +11.6% | +542.1% | +510.8% |
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