+1.1%
STZ vs M
-4.2%
+5.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.2% |
| 7D | +4.9% | -4.3% | +9.2% | +5.5% |
| 30D | +20.9% | +1.3% | +19.6% | +20.6% |
| 3M | +8.0% | -7.4% | +15.4% | +8.9% |
| 6M | -5.3% | +18.3% | -23.6% | -7.7% |
| YTD | +5.9% | +7.6% | -1.7% | +4.2% |
| 1Y | +14.2% | +17.4% | -3.2% | +10.9% |
| 3Y | -37.0% | +108.4% | -145.3% | -45.2% |
| 5Y | -29.7% | -10.6% | -19.1% | -33.9% |
| All | +1.1% | -4.2% | +5.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling