-30.7%
MUZ vs ALM
-51.8%
+21.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -9.6% | +43.5% | +24.5% |
| 7D | +79.0% | -14.5% | +93.5% | +58.6% |
| 30D | +104.4% | -39.0% | +143.4% | +34.4% |
| 3M | +27.0% | -40.3% | +67.2% | -9.7% |
| All | -30.7% | -51.8% | +21.1% | -50.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling