-12.0%
STZ vs MOH
+242.5%
-254.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -6.0% | -4.2% | -1.8% | -5.4% |
| 30D | -8.9% | -2.4% | -6.5% | -8.5% |
| 3M | -12.6% | -4.4% | -8.2% | -12.1% |
| 6M | -17.2% | +32.9% | -50.1% | -21.4% |
| YTD | -10.0% | +11.9% | -21.9% | -13.0% |
| 1Y | -14.3% | +6.9% | -21.2% | -17.0% |
| 3Y | -49.9% | -39.4% | -10.5% | -48.2% |
| 5Y | -38.2% | -25.0% | -13.3% | -39.5% |
| 10Y | -12.0% | +244.9% | -256.9% | -34.9% |
| All | -12.0% | +242.5% | -254.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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