-45.5%
MUZ vs DRI
+19.0%
-64.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.5% | -14.3% | -14.1% |
| 7D | +14.0% | +3.1% | +10.9% | +10.4% |
| 30D | +57.6% | +16.2% | +41.3% | +39.8% |
| 3M | -3.1% | +8.4% | -11.4% | -12.3% |
| All | -45.5% | +19.0% | -64.6% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling