-30.7%
MUZ vs DRI
+18.5%
-49.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -0.8% | +34.8% | +34.7% |
| 7D | +79.0% | +3.7% | +75.3% | +72.8% |
| 30D | +104.4% | +13.5% | +90.9% | +84.6% |
| 3M | +27.0% | +10.4% | +16.6% | +11.6% |
| All | -30.7% | +18.5% | -49.2% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling