-45.5%
MUZ vs BR
+29.8%
-75.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.0% | -13.8% | -15.4% |
| 7D | +14.0% | +4.4% | +9.6% | +4.3% |
| 30D | +57.6% | +16.3% | +41.3% | +12.8% |
| 3M | -3.1% | +16.2% | -19.3% | -32.3% |
| All | -45.5% | +29.8% | -75.3% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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