-48.3%
MUZ vs ARWR
-17.8%
-30.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.6% | +10.7% | +16.4% |
| 7D | +47.2% | +2.4% | +44.8% | +49.0% |
| 30D | +57.1% | -1.1% | +58.2% | +57.7% |
| 3M | -5.3% | -31.2% | +25.9% | -21.5% |
| All | -48.3% | -17.8% | -30.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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