+847.5%
MSCI vs STZ
+13.4%
+834.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +3.0% | +2.6% | +0.4% | +2.1% |
| 30D | +17.8% | +15.2% | +2.6% | +12.2% |
| 3M | +15.2% | +7.6% | +7.5% | +12.1% |
| 6M | +16.5% | +5.3% | +11.2% | +13.8% |
| YTD | +16.4% | +8.6% | +7.7% | +10.4% |
| 1Y | +16.8% | +15.6% | +1.2% | +8.0% |
| 3Y | +35.8% | -35.2% | +70.9% | +53.8% |
| 5Y | +7.0% | -29.1% | +36.1% | +16.3% |
| All | +847.5% | +13.4% | +834.1% | +720.4% |
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