+618.6%
MSCI vs STZ
-9.3%
+627.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | +0.6% | -1.9% | +2.4% | +1.1% |
| 3M | -7.1% | -6.2% | -0.8% | -5.3% |
| 6M | +0.8% | -14.0% | +14.8% | +5.1% |
| YTD | +1.0% | -5.1% | +6.1% | +0.5% |
| 1Y | +4.3% | -9.6% | +13.9% | +5.2% |
| 3Y | +9.9% | -47.2% | +57.2% | +34.4% |
| 5Y | -6.8% | -33.6% | +26.8% | +3.4% |
| All | +618.6% | -9.3% | +627.9% | +561.9% |
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