+118.9%
MSI vs STZ
-29.7%
+148.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +4.7% | +4.9% | -0.2% | +3.5% |
| 30D | +14.8% | +20.9% | -6.1% | +10.0% |
| 3M | +8.8% | +8.0% | +0.8% | +6.7% |
| 6M | +19.3% | -5.3% | +24.6% | +20.2% |
| YTD | +35.3% | +5.9% | +29.4% | +31.6% |
| 1Y | +33.8% | +14.2% | +19.6% | +27.2% |
| 3Y | +74.4% | -37.0% | +111.4% | +93.5% |
| All | +118.9% | -29.7% | +148.6% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling