-37.5%
MUZ vs ALM
-50.8%
+13.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.1% | -12.0% | -7.7% |
| 7D | +45.8% | -6.7% | +52.5% | +39.8% |
| 30D | +99.8% | -32.9% | +132.7% | +45.0% |
| 3M | +12.0% | -39.5% | +51.5% | -19.4% |
| All | -37.5% | -50.8% | +13.2% | -54.2% |
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