+5,285.6%
MS vs STZ
+8,327.5%
-3,041.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -3.4% | +11.8% | -15.2% | -7.2% |
| 30D | -3.9% | +26.0% | -29.9% | -11.8% |
| 3M | -15.9% | +11.5% | -27.4% | -19.7% |
| 6M | -2.5% | -2.0% | -0.5% | -3.1% |
| YTD | +5.1% | +7.9% | -2.8% | -0.2% |
| 1Y | +13.0% | +13.9% | -1.0% | +5.0% |
| 3Y | +160.7% | -35.8% | +196.5% | +191.0% |
| 5Y | +114.0% | -28.4% | +142.5% | +128.2% |
| 10Y | +637.5% | +7.1% | +630.4% | +564.4% |
| All | +5,285.6% | +8,327.5% | -3,041.9% | +1,529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling