+22.3%
COMP vs MUZ
-37.9%
+60.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.7% | -10.2% | -7.3% |
| 7D | +7.2% | +23.6% | -16.4% | +8.0% |
| 30D | +6.4% | +61.9% | -55.5% | +8.3% |
| 3M | -19.4% | -4.0% | -15.4% | -19.2% |
| All | +22.3% | -37.9% | +60.2% | +22.2% |
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