+46.2%
MSFT vs STZ
-34.9%
+81.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.3% | +2.6% | -3.8% | -1.4% |
| 30D | -1.8% | +15.2% | -17.0% | -2.3% |
| 3M | +5.6% | +7.6% | -2.0% | +5.4% |
| 6M | +29.8% | +5.3% | +24.5% | +29.5% |
| YTD | +9.0% | +8.6% | +0.4% | +8.0% |
| 1Y | +4.9% | +15.6% | -10.6% | +3.4% |
| 3Y | +46.2% | -35.2% | +81.4% | +50.3% |
| All | +46.2% | -34.9% | +81.1% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling