+13.5%
MS vs STZ
+13.3%
+0.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.6% |
| 7D | -1.6% | +4.9% | -6.5% | -1.2% |
| 30D | -3.8% | +20.9% | -24.6% | -2.5% |
| 3M | -14.6% | +8.0% | -22.6% | -13.9% |
| 6M | -5.1% | -5.3% | +0.2% | -4.2% |
| YTD | +4.5% | +5.9% | -1.4% | +2.7% |
| 1Y | +13.5% | +14.2% | -0.7% | +14.9% |
| All | +13.5% | +13.3% | +0.3% | +14.9% |
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