-37.5%
MUZ vs ESI
-23.5%
-14.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.9% | -11.8% | -5.1% |
| 7D | +45.8% | -8.5% | +54.3% | +25.1% |
| 30D | +99.8% | -15.7% | +115.5% | +47.0% |
| 3M | +12.0% | -18.2% | +30.2% | -24.1% |
| All | -37.5% | -23.5% | -14.0% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling