-55.6%
GLXY vs MUZ
-39.6%
-16.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -12.8% | +19.0% | +1.9% |
| 7D | -0.5% | +14.0% | -14.5% | +8.1% |
| 30D | -28.6% | +57.6% | -86.2% | -11.2% |
| 3M | -28.1% | -3.1% | -25.0% | -18.8% |
| All | -55.6% | -39.6% | -16.0% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling