-29.4%
STZ vs MOH
-31.3%
+2.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.4% |
| 7D | +4.9% | +2.1% | +2.9% | +4.7% |
| 30D | +20.9% | +7.3% | +13.6% | +19.9% |
| 3M | +8.0% | +8.9% | -0.9% | +7.0% |
| 6M | -5.3% | +5.8% | -11.1% | -6.1% |
| YTD | +5.9% | +20.4% | -14.5% | +2.9% |
| 1Y | +14.2% | +42.1% | -27.8% | +8.5% |
| 3Y | -37.0% | -40.0% | +3.1% | -34.3% |
| All | -29.4% | -31.3% | +2.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling