-48.3%
MUZ vs BG
-22.2%
-26.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.4% | +11.8% | +13.8% |
| 7D | +47.2% | -3.8% | +51.0% | +47.7% |
| 30D | +57.1% | -9.6% | +66.7% | +59.3% |
| 3M | -5.3% | -8.5% | +3.3% | -2.7% |
| All | -48.3% | -22.2% | -26.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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