+808.5%
MS vs STZ
-9.8%
+818.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +2.2% |
| 30D | -0.3% | -1.9% | +1.6% | +0.3% |
| 3M | +0.3% | -6.2% | +6.5% | +2.0% |
| 6M | +31.3% | -14.0% | +45.3% | +37.8% |
| YTD | +24.7% | -5.1% | +29.8% | +23.9% |
| 1Y | +47.9% | -9.6% | +57.5% | +49.3% |
| 3Y | +178.3% | -47.2% | +225.6% | +252.1% |
| 5Y | +144.9% | -33.6% | +178.5% | +170.6% |
| All | +808.5% | -9.8% | +818.3% | +785.2% |
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