-57.4%
MUZ vs STZ
+3.8%
-61.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -1.0% | -22.9% | -22.5% |
| 7D | -17.7% | -0.9% | -16.7% | -16.6% |
| 30D | +14.5% | +14.9% | -0.5% | -2.7% |
| 3M | -25.7% | +8.4% | -34.2% | -33.4% |
| All | -57.4% | +3.8% | -61.2% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling