-48.3%
MUZ vs CAPR
-66.4%
+18.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +8.3% | +6.0% | +14.5% |
| 7D | +47.2% | +43.2% | +4.0% | +49.5% |
| 30D | +57.1% | +14.7% | +42.4% | +57.9% |
| 3M | -5.3% | +113.9% | -119.2% | -1.5% |
| All | -48.3% | -66.4% | +18.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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