+885.0%
MSFT vs STZ
-13.0%
+898.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -1.0% | -6.0% | +5.0% | +0.7% |
| 30D | -2.7% | -8.9% | +6.2% | -0.1% |
| 3M | +22.1% | -12.6% | +34.7% | +26.7% |
| 6M | +20.6% | -17.2% | +37.8% | +26.3% |
| YTD | +2.3% | -10.0% | +12.3% | +3.6% |
| 1Y | -0.5% | -14.3% | +13.8% | +1.9% |
| 3Y | +50.5% | -49.9% | +100.4% | +81.6% |
| 5Y | +72.3% | -38.2% | +110.6% | +91.0% |
| 10Y | +885.0% | -12.0% | +897.0% | +838.4% |
| All | +885.0% | -13.0% | +898.1% | +838.4% |
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