+779.7%
MSCI vs STZ
+12.5%
+767.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | 0.0% |
| 7D | +1.5% | +3.4% | -2.0% | +0.3% |
| 30D | +14.4% | +19.6% | -5.2% | +7.6% |
| 3M | +15.2% | +8.0% | +7.2% | +12.0% |
| 6M | +11.2% | -0.3% | +11.5% | +10.7% |
| YTD | +13.9% | +8.6% | +5.4% | +8.1% |
| 1Y | +12.5% | +17.3% | -4.8% | +3.4% |
| 3Y | +32.3% | -34.7% | +67.0% | +49.4% |
| 5Y | +4.9% | -27.6% | +32.5% | +13.1% |
| 10Y | +779.7% | +11.8% | +768.0% | +668.3% |
| All | +779.7% | +12.5% | +767.2% | +668.3% |
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