+5.7%
MSFT vs STZ
+14.2%
-8.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +1.7% | +4.9% | -3.2% | +1.9% |
| 30D | +0.2% | +20.9% | -20.7% | +0.8% |
| 3M | +6.4% | +8.0% | -1.6% | +6.8% |
| 6M | +28.7% | -5.3% | +34.0% | +27.0% |
| YTD | +10.4% | +5.9% | +4.5% | +10.8% |
| All | +5.7% | +14.2% | -8.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling