+77.1%
MSI vs STZ
-34.9%
+112.1%
-27.0%
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 | +3.2% | +2.6% | +0.7% | +3.0% |
| 30D | +17.6% | +15.2% | +2.4% | +15.7% |
| 3M | +14.5% | +7.6% | +6.9% | +13.4% |
| 6M | +34.3% | +5.3% | +29.0% | +33.1% |
| YTD | +39.7% | +8.6% | +31.1% | +37.2% |
| 1Y | +40.2% | +15.6% | +24.6% | +36.5% |
| 3Y | +77.1% | -35.2% | +112.3% | +86.4% |
| All | +77.1% | -34.9% | +112.1% | +86.4% |
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