-48.3%
MUZ vs DRI
+19.5%
-67.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +5.1% | +9.1% | +9.0% |
| 7D | +47.2% | +6.5% | +40.7% | +39.3% |
| 30D | +57.1% | +16.4% | +40.7% | +39.5% |
| 3M | -5.3% | +13.6% | -18.9% | -19.8% |
| All | -48.3% | +19.5% | -67.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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