-14.8%
STZ vs MKTX
-11.5%
-3.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.9% |
| 3M | -13.4% | +41.3% | -54.7% | -14.6% |
| 6M | -16.2% | -11.3% | -4.9% | -16.2% |
| YTD | -10.4% | -8.6% | -1.9% | -10.1% |
| 1Y | -14.8% | -11.1% | -3.7% | -13.6% |
| All | -14.8% | -11.5% | -3.3% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling