-37.5%
MUZ vs BWA
-35.5%
-2.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.7% | -12.5% | -3.3% |
| 7D | +45.8% | -5.5% | +51.3% | +33.8% |
| 30D | +99.8% | -21.7% | +121.6% | +26.9% |
| 3M | +12.0% | -25.6% | +37.6% | -40.1% |
| All | -37.5% | -35.5% | -2.0% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 6mo: compounded portfolio wealth divided by compounded BWA 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…
6mo analysis · Full analysis span regression · Available span rolling