-45.5%
MUZ vs ADVB
-51.2%
+5.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +3.5% | -16.3% | -12.5% |
| 7D | +14.0% | -1.2% | +15.2% | +14.3% |
| 30D | +57.6% | -61.4% | +119.0% | +53.3% |
| 3M | -3.1% | -67.8% | +64.7% | -5.3% |
| All | -45.5% | -51.2% | +5.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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