Stock and ETF performance explorer

MUZ vs FDS

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	FDS	Excess	Alpha
1D	-12.5%	-3.5%	-8.9%	N/A
7D	-17.7%	-1.9%	-15.8%	N/A
All	-17.7%	-1.8%	-15.9%	N/A

Daily percentage return beside FDS.

Portfolio return minus FDS return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.