-45.5%
MUZ vs CAPR
-62.9%
+17.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +9.4% | -22.2% | -12.2% |
| 7D | +14.0% | +36.0% | -22.1% | +16.0% |
| 30D | +57.6% | +25.8% | +31.8% | +59.6% |
| 3M | -3.1% | +140.8% | -143.9% | +1.6% |
| All | -45.5% | -62.9% | +17.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling