+671.4%
MSI vs STZ
+11.6%
+659.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +7.4% | +5.3% | +2.1% | +5.6% |
| 30D | +18.7% | +19.6% | -0.9% | +11.8% |
| 3M | +14.5% | +10.0% | +4.5% | +10.5% |
| 6M | +38.1% | -0.3% | +38.4% | +37.2% |
| YTD | +38.7% | +8.6% | +30.1% | +32.5% |
| 1Y | +35.4% | +16.6% | +18.8% | +25.7% |
| 3Y | +75.1% | -34.8% | +109.9% | +95.9% |
| 5Y | +126.4% | -27.8% | +154.2% | +140.6% |
| 10Y | +671.4% | +12.5% | +658.9% | +582.0% |
| All | +671.4% | +11.6% | +659.8% | +582.0% |
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