-44.0%
MUZ vs ESI
-20.1%
-23.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +1.1% |
| 7D | +23.6% | -6.6% | +30.2% | +13.0% |
| 30D | +61.9% | -9.8% | +71.7% | +41.9% |
| 3M | -4.0% | -11.9% | +7.9% | -19.6% |
| All | -44.0% | -20.1% | -23.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · Available span rolling