-48.3%
MUZ vs DVA
-0.5%
-47.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +5.8% | +8.5% | +10.7% |
| 7D | +47.2% | +4.7% | +42.4% | +42.9% |
| 30D | +57.1% | +7.8% | +49.3% | +49.3% |
| 3M | -5.3% | -15.5% | +10.2% | +0.3% |
| All | -48.3% | -0.5% | -47.8% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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