-59.4%
MUZ vs BRO
+15.2%
-74.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.8% | +10.5% |
| 7D | -7.7% | -8.6% | +0.9% | +26.0% |
| 30D | -29.2% | -6.9% | -22.2% | -11.7% |
| 3M | -62.5% | +10.5% | -72.9% | -74.8% |
| All | -59.4% | +15.2% | -74.6% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · Available span rolling