-45.5%
MUZ vs FDS
+33.7%
-79.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.4% | -12.4% | -12.1% |
| 7D | +14.0% | -5.0% | +18.9% | +25.6% |
| 30D | +57.6% | +13.8% | +43.8% | +26.7% |
| 3M | -3.1% | +14.8% | -17.9% | -28.9% |
| All | -45.5% | +33.7% | -79.2% | -68.4% |
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