+662.2%
MSI vs STZ
+12.6%
+649.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +18.1% | +14.7% | +3.4% | +12.8% |
| 3M | +13.2% | +8.8% | +4.4% | +9.7% |
| 6M | +36.3% | +3.1% | +33.2% | +33.9% |
| YTD | +39.5% | +7.9% | +31.6% | +33.5% |
| 1Y | +36.9% | +14.2% | +22.7% | +28.0% |
| 3Y | +76.1% | -35.2% | +111.3% | +97.4% |
| 5Y | +123.7% | -29.6% | +153.3% | +140.0% |
| All | +662.2% | +12.6% | +649.6% | +564.3% |
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 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