-30.7%
MUZ vs ACGL
+23.2%
-54.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -0.1% | +34.0% | +34.3% |
| 7D | +79.0% | +6.4% | +72.6% | +45.8% |
| 30D | +104.4% | +16.6% | +87.8% | +19.9% |
| 3M | +27.0% | +11.6% | +15.4% | -11.7% |
| All | -30.7% | +23.2% | -54.0% | -75.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling