+542.0%
MS vs STZ
+13.4%
+528.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +5.1% | +2.6% | +2.5% | +4.0% |
| 30D | +5.7% | +15.2% | -9.5% | -0.5% |
| 3M | -12.2% | +7.6% | -19.8% | -15.4% |
| 6M | -0.5% | +5.3% | -5.8% | -4.0% |
| YTD | +9.8% | +8.6% | +1.2% | +2.7% |
| 1Y | +17.7% | +15.6% | +2.2% | +6.6% |
| 3Y | +176.8% | -35.2% | +212.0% | +219.1% |
| 5Y | +123.7% | -29.1% | +152.8% | +142.1% |
| All | +542.0% | +13.4% | +528.6% | +498.0% |
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 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