-39.3%
ARM vs MUZ
+24.4%
-63.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +33.9% | -47.0% | +0.9% |
| 7D | -27.1% | +79.0% | -106.1% | -2.5% |
| 30D | -44.9% | +104.4% | -149.3% | -20.1% |
| 3M | -39.3% | +27.0% | -66.2% | -21.1% |
| All | -39.3% | +24.4% | -63.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 3mo: compounded portfolio wealth divided by compounded MUZ 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…
3mo analysis · Full analysis span regression · Available span rolling