-62.9%
MUZ vs BRO
+15.6%
-78.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.4% | +2.7% |
| 7D | -16.3% | -7.6% | -8.6% | +9.9% |
| 30D | -36.4% | -6.9% | -29.5% | -20.6% |
| 3M | -62.9% | +12.8% | -75.7% | -77.4% |
| All | -62.9% | +15.6% | -78.5% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling