-48.3%
MUZ vs EFV
+7.4%
-55.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.1% | +11.1% | +22.2% |
| 7D | +47.2% | +2.9% | +44.3% | +55.4% |
| 30D | +57.1% | +3.6% | +53.5% | +69.1% |
| 3M | -5.3% | -0.1% | -5.2% | -16.5% |
| All | -48.3% | +7.4% | -55.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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