-57.4%
MUZ vs DVA
-5.2%
-52.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +2.4% | -26.2% | -25.4% |
| 7D | -17.7% | -4.8% | -12.9% | -14.6% |
| 30D | +14.5% | +0.9% | +13.5% | +13.8% |
| 3M | -25.7% | +2.9% | -28.6% | -26.4% |
| All | -57.4% | -5.2% | -52.2% | -65.7% |
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