+21.8%
BAX vs MUZ
-58.8%
+80.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -1.8% |
| 7D | -5.1% | -16.3% | +11.2% | -5.0% |
| 30D | -12.2% | -36.4% | +24.2% | -11.9% |
| 3M | +21.8% | -62.9% | +84.7% | +20.4% |
| All | +21.8% | -58.8% | +80.6% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling