-48.3%
MUZ vs ALM
-46.7%
-1.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.2% | +13.1% | +15.3% |
| 7D | +47.2% | -6.4% | +53.6% | +39.3% |
| 30D | +57.1% | -35.0% | +92.1% | +7.4% |
| 3M | -5.3% | -33.8% | +28.5% | -27.3% |
| All | -48.3% | -46.7% | -1.5% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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