-57.4%
MUZ vs ARWR
-34.2%
-23.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.7% | -24.6% | -23.5% |
| 7D | -17.7% | -19.9% | +2.3% | -27.4% |
| 30D | +14.5% | -18.7% | +33.2% | +2.7% |
| 3M | -25.7% | -44.7% | +19.0% | -45.6% |
| All | -57.4% | -34.2% | -23.2% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling