+3,312.2%
MSI vs STZ
+10,752.7%
-7,440.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +4.7% | +4.9% | -0.2% | +3.4% |
| 30D | +14.8% | +20.9% | -6.1% | +9.6% |
| 3M | +8.8% | +8.0% | +0.8% | +6.6% |
| 6M | +19.3% | -5.3% | +24.6% | +20.2% |
| YTD | +35.3% | +5.9% | +29.4% | +32.0% |
| 1Y | +33.8% | +14.2% | +19.6% | +28.0% |
| 3Y | +74.4% | -37.0% | +111.4% | +89.1% |
| 5Y | +120.5% | -29.7% | +150.2% | +132.2% |
| 10Y | +685.2% | +5.2% | +680.0% | +638.0% |
| All | +3,312.2% | +10,752.7% | -7,440.4% | +1,356.8% |
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 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