-57.4%
MUZ vs BEN
+16.7%
-74.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | 0.0% | -23.9% | -23.8% |
| 7D | -17.7% | +7.2% | -24.8% | -1.4% |
| 30D | +14.5% | +14.1% | +0.4% | +51.1% |
| 3M | -25.7% | +9.9% | -35.7% | -6.4% |
| All | -57.4% | +16.7% | -74.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · Available span rolling