-57.4%
MUZ vs ALM
-50.5%
-6.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.2% | -24.1% | -23.6% |
| 7D | -17.7% | -7.2% | -10.5% | -20.1% |
| 30D | +14.5% | -26.4% | +40.8% | -8.8% |
| 3M | -25.7% | -38.6% | +12.9% | -44.7% |
| All | -57.4% | -50.5% | -6.9% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling