-45.5%
MUZ vs EL
+32.2%
-77.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.8% | -15.6% | -12.5% |
| 7D | +14.0% | +8.0% | +6.0% | +13.5% |
| 30D | +57.6% | +15.4% | +42.2% | +54.8% |
| 3M | -3.1% | +28.5% | -31.6% | -6.7% |
| All | -45.5% | +32.2% | -77.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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