-2.0%
MSI vs STZ
-14.7%
+12.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.7% |
| 7D | -5.8% | -7.4% | +1.6% | -5.2% |
| 30D | -1.0% | -10.9% | +9.9% | -0.2% |
| 3M | +14.2% | -13.4% | +27.6% | +15.0% |
| 6M | +1.0% | -16.2% | +17.2% | +1.9% |
| YTD | +21.5% | -10.4% | +31.9% | +21.3% |
| All | -2.0% | -14.7% | +12.7% | -2.5% |
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