-62.9%
MUZ vs BNS
+14.1%
-77.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -7.3% |
| 7D | -16.3% | -1.3% | -15.0% | -18.4% |
| 30D | -36.4% | +4.0% | -40.4% | -31.4% |
| 3M | -62.9% | +13.8% | -76.7% | -25.9% |
| All | -62.9% | +14.1% | -77.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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