-45.5%
MUZ vs BAH
+11.6%
-57.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.6% | -14.4% | -15.3% |
| 7D | +14.0% | -1.5% | +15.5% | +17.6% |
| 30D | +57.6% | +17.3% | +40.3% | +22.3% |
| 3M | -3.1% | +14.9% | -17.9% | -22.4% |
| All | -45.5% | +11.6% | -57.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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