-65.3%
MOD vs MUZ
-30.7%
-34.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -9.9% | +15.6% | +2.8% |
| 7D | -25.5% | +45.8% | -71.3% | -13.9% |
| 30D | -49.0% | +99.8% | -148.8% | -34.3% |
| 3M | -49.8% | +12.0% | -61.8% | -42.7% |
| All | -65.3% | -30.7% | -34.6% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling