+1,089.0%
STZ vs MOH
+1,373.9%
-284.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +5.3% | -0.7% | +6.1% | +5.4% |
| 30D | +19.6% | +4.8% | +14.8% | +18.8% |
| 3M | +10.0% | +3.8% | +6.2% | +9.3% |
| 6M | -0.3% | +11.0% | -11.2% | -2.1% |
| YTD | +8.6% | +18.9% | -10.3% | +4.2% |
| 1Y | +16.6% | +46.5% | -29.9% | +8.4% |
| 3Y | -34.8% | -42.4% | +7.6% | -32.5% |
| 5Y | -27.8% | -31.8% | +4.0% | -27.8% |
| 10Y | +12.5% | +309.6% | -297.1% | -16.2% |
| All | +1,089.0% | +1,373.9% | -284.9% | +612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling