-32.8%
STZ vs MOH
-26.9%
-5.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -1.9% | +2.9% | -4.8% | -2.2% |
| 3M | -6.2% | +4.1% | -10.4% | -6.7% |
| 6M | -14.0% | +33.8% | -47.8% | -17.0% |
| YTD | -5.1% | +15.7% | -20.8% | -7.4% |
| 1Y | -9.6% | +17.5% | -27.1% | -12.3% |
| 3Y | -47.2% | -35.3% | -11.9% | -46.3% |
| All | -32.8% | -26.9% | -5.9% | -33.7% |
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