+30,770.8%
MSFT vs STZ
+9,621.1%
+21,149.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | +2.7% | -1.9% | +4.6% | +3.0% |
| 3M | +17.0% | -6.2% | +23.2% | +18.3% |
| 6M | +23.8% | -14.0% | +37.8% | +27.0% |
| YTD | +4.0% | -5.1% | +9.1% | +4.1% |
| 1Y | -0.8% | -9.6% | +8.7% | 0.0% |
| 3Y | +55.6% | -47.2% | +102.8% | +73.1% |
| 5Y | +72.9% | -33.6% | +106.5% | +83.2% |
| 10Y | +875.8% | -9.8% | +885.6% | +853.4% |
| All | +30,770.8% | +9,621.1% | +21,149.7% | +13,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling