-45.5%
MUZ vs ESI
-19.6%
-25.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +5.1% | -17.9% | 0.0% |
| 7D | +14.0% | -3.5% | +17.4% | +13.1% |
| 30D | +57.6% | -9.3% | +66.8% | +40.3% |
| 3M | -3.1% | -12.8% | +9.7% | -21.3% |
| All | -45.5% | -19.6% | -25.9% | -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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling