-30.7%
MUZ vs CAPR
-67.6%
+36.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -3.6% | +37.5% | +33.8% |
| 7D | +79.0% | +29.7% | +49.3% | +81.1% |
| 30D | +104.4% | +11.0% | +93.4% | +105.3% |
| 3M | +27.0% | +118.8% | -91.9% | +31.9% |
| All | -30.7% | -67.6% | +36.9% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling