+785.4%
MSCI vs STZ
+3.4%
+782.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | +2.8% | +4.9% | -2.1% | +1.2% |
| 30D | +15.4% | +20.9% | -5.5% | +8.2% |
| 3M | +13.4% | +8.0% | +5.4% | +10.3% |
| 6M | +10.9% | -5.3% | +16.2% | +12.3% |
| YTD | +13.0% | +5.9% | +7.0% | +8.2% |
| 1Y | +12.0% | +14.2% | -2.2% | +4.0% |
| 3Y | +34.1% | -37.0% | +71.1% | +53.2% |
| 5Y | +3.9% | -29.7% | +33.6% | +13.2% |
| All | +785.4% | +3.4% | +782.0% | +710.3% |
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