-37.5%
MUZ vs ACGL
+19.6%
-57.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.0% | -6.9% | +0.7% |
| 7D | +45.8% | +0.9% | +44.9% | +43.3% |
| 30D | +99.8% | +13.7% | +86.1% | +28.4% |
| 3M | +12.0% | +8.0% | +3.9% | -12.2% |
| All | -37.5% | +19.6% | -57.1% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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