+2,996.1%
MSI vs STZ
+9,621.1%
-6,625.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | +6.8% | -1.9% | +8.7% | +7.3% |
| 3M | +14.3% | -6.2% | +20.5% | +15.8% |
| 6M | -1.6% | -14.0% | +12.4% | +1.4% |
| YTD | +22.8% | -5.1% | +27.9% | +23.2% |
| 1Y | -1.1% | -9.6% | +8.5% | +0.1% |
| 3Y | +70.5% | -47.2% | +117.7% | +93.0% |
| 5Y | +102.8% | -33.6% | +136.4% | +116.7% |
| 10Y | +597.4% | -9.8% | +607.2% | +579.9% |
| All | +2,996.1% | +9,621.1% | -6,625.0% | +1,259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling