+2,683.6%
MUU vs STZ
-47.1%
+2,730.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.5% |
| 7D | +15.0% | -6.0% | +21.1% | +14.7% |
| 30D | +36.8% | -8.9% | +45.7% | +36.2% |
| 3M | -8.5% | -12.6% | +4.0% | -8.5% |
| 6M | +320.7% | -17.2% | +337.9% | +321.4% |
| YTD | +599.7% | -10.0% | +609.7% | +546.7% |
| 1Y | +2,569.2% | -14.3% | +2,583.5% | +2,429.8% |
| All | +2,683.6% | -47.1% | +2,730.6% | +2,779.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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