+11,174.7%
STZ vs M
+523.8%
+10,650.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.2% | +0.3% |
| 7D | +11.8% | -2.1% | +13.9% | +12.2% |
| 30D | +26.0% | +7.7% | +18.3% | +24.3% |
| 3M | +11.5% | -4.4% | +15.9% | +12.1% |
| 6M | -2.0% | +27.5% | -29.5% | -6.5% |
| YTD | +7.9% | +12.8% | -4.9% | +4.6% |
| 1Y | +13.9% | +20.7% | -6.8% | +9.1% |
| 3Y | -35.8% | +111.3% | -147.1% | -46.7% |
| 5Y | -28.4% | -6.3% | -22.1% | -35.0% |
| 10Y | +7.1% | +1.5% | +5.6% | -18.5% |
| All | +11,174.7% | +523.8% | +10,650.9% | +5,060.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling