+15.5%
STZ vs MKTX
+12.8%
+2.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +14.7% | +0.9% | +13.8% | +14.6% |
| 3M | +8.8% | +2.5% | +6.3% | +8.4% |
| 6M | +3.1% | +18.6% | -15.5% | +0.1% |
| YTD | +7.9% | -7.1% | +15.0% | +8.4% |
| 1Y | +14.2% | -0.3% | +14.5% | +13.4% |
| 3Y | -35.2% | -22.3% | -12.9% | -34.2% |
| 5Y | -29.6% | -54.5% | +24.9% | -23.3% |
| All | +15.5% | +12.8% | +2.7% | +3.0% |
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