-53.9%
MUZ vs ALM
-50.2%
-3.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.6% | +12.6% |
| 7D | -26.3% | +1.2% | -27.5% | -24.6% |
| 30D | +6.6% | -19.3% | +25.9% | -8.3% |
| 3M | -2.3% | -40.6% | +38.3% | -31.3% |
| All | -53.9% | -50.2% | -3.8% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling