-37.5%
MUZ vs BAH
+9.8%
-47.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.4% | -5.4% | -2.7% |
| 7D | +45.8% | -3.5% | +49.3% | +56.0% |
| 30D | +99.8% | +24.3% | +75.6% | +40.8% |
| 3M | +12.0% | +16.3% | -4.3% | -13.3% |
| All | -37.5% | +9.8% | -47.4% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling