-48.3%
MUZ vs COO
-4.0%
-44.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +5.9% | +8.3% | +10.6% |
| 7D | +47.2% | +8.4% | +38.8% | +40.9% |
| 30D | +57.1% | +13.5% | +43.6% | +48.7% |
| 3M | -5.3% | -13.8% | +8.5% | +16.3% |
| All | -48.3% | -4.0% | -44.3% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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