-5.3%
MUZ vs ALK
-22.5%
+17.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +8.8% | +5.5% | +12.6% |
| 7D | +47.2% | +12.4% | +34.8% | +45.9% |
| 30D | +57.1% | +2.1% | +55.0% | +42.8% |
| 3M | -5.3% | -23.9% | +18.6% | -15.1% |
| All | -5.3% | -22.5% | +17.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3mo: compounded portfolio wealth divided by compounded ALK 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…
3mo analysis · Full analysis span regression · Available span rolling