-14.1%
STZ vs MKTX
+6.7%
-20.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | -10.9% | +1.0% | -11.9% | -11.0% |
| 3M | -13.4% | +41.3% | -54.7% | -18.0% |
| 6M | -16.2% | -11.3% | -4.9% | -15.2% |
| YTD | -10.4% | -8.6% | -1.9% | -9.9% |
| 1Y | -14.8% | -11.1% | -3.7% | -13.9% |
| 3Y | -50.1% | -24.5% | -25.6% | -49.3% |
| 5Y | -38.8% | -61.4% | +22.6% | -31.3% |
| 10Y | -14.1% | +6.8% | -20.9% | -19.8% |
| All | -14.1% | +6.7% | -20.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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