-62.9%
MUZ vs BG
-1.0%
-61.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.5% | -5.9% |
| 7D | -16.3% | +0.5% | -16.8% | -16.5% |
| 30D | -36.4% | +10.3% | -46.7% | -34.8% |
| 3M | -62.9% | -1.9% | -61.0% | -61.9% |
| All | -62.9% | -1.0% | -61.9% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling