+893.1%
MSFT vs STZ
+9.8%
+883.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +1.7% | +4.9% | -3.2% | +0.3% |
| 30D | +0.2% | +20.9% | -20.7% | -5.4% |
| 3M | +6.4% | +8.0% | -1.6% | +3.6% |
| 6M | +28.7% | -5.3% | +34.0% | +29.9% |
| YTD | +10.4% | +5.9% | +4.5% | +6.3% |
| 1Y | +7.6% | +14.2% | -6.6% | +0.9% |
| 3Y | +52.3% | -37.0% | +89.3% | +70.4% |
| 5Y | +64.5% | -29.7% | +94.2% | +75.7% |
| All | +893.1% | +9.8% | +883.3% | +807.3% |
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