-48.3%
MUZ vs FDS
+40.0%
-88.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.9% | +11.3% | +9.0% |
| 7D | +47.2% | +9.4% | +37.8% | +27.3% |
| 30D | +57.1% | +23.8% | +33.3% | +8.4% |
| 3M | -5.3% | +25.1% | -30.4% | -43.0% |
| All | -48.3% | +40.0% | -88.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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