+800.7%
MSCI vs STZ
+11.6%
+789.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.7% | +5.3% | -2.7% | +0.9% |
| 30D | +16.2% | +19.6% | -3.4% | +9.3% |
| 3M | +17.1% | +10.0% | +7.1% | +13.1% |
| 6M | +13.0% | -0.3% | +13.3% | +12.4% |
| YTD | +15.8% | +8.6% | +7.2% | +9.9% |
| 1Y | +15.5% | +16.6% | -1.1% | +6.4% |
| 3Y | +32.3% | -34.8% | +67.1% | +49.5% |
| 5Y | +8.2% | -27.8% | +36.0% | +16.9% |
| 10Y | +800.7% | +12.5% | +788.2% | +683.9% |
| All | +800.7% | +11.6% | +789.1% | +683.9% |
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 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