-30.7%
MUZ vs ES
+6.3%
-37.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | +2.1% | +31.8% | +28.7% |
| 7D | +79.0% | +5.9% | +73.1% | +60.9% |
| 30D | +104.4% | +10.2% | +94.2% | +74.6% |
| 3M | +27.0% | +0.4% | +26.6% | +25.0% |
| All | -30.7% | +6.3% | -37.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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