+32.1%
COMP vs MUZ
-39.6%
+71.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -12.8% | +18.5% | +5.0% |
| 7D | +14.5% | +14.0% | +0.6% | +15.0% |
| 30D | +14.9% | +57.6% | -42.7% | +16.8% |
| 3M | -14.2% | -3.1% | -11.1% | -14.0% |
| All | +32.1% | -39.6% | +71.6% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling