+29.4%
AU vs MUZ
-58.8%
+88.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.1% |
| 7D | +0.6% | -16.3% | +16.9% | -0.8% |
| 30D | +12.3% | -36.4% | +48.7% | +8.5% |
| 3M | +29.4% | -62.9% | +92.2% | +23.9% |
| All | +29.4% | -58.8% | +88.2% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling