-30.7%
MUZ vs STLA
-38.2%
+7.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -4.5% | +38.4% | +31.8% |
| 7D | +79.0% | -5.5% | +84.5% | +74.4% |
| 30D | +104.4% | -3.7% | +108.1% | +104.3% |
| 3M | +27.0% | -21.1% | +48.1% | +15.5% |
| All | -30.7% | -38.2% | +7.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 6mo: compounded portfolio wealth divided by compounded STLA 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…
6mo analysis · Full analysis span regression · Available span rolling