-48.3%
MUZ vs FGI
+27.7%
-76.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -5.0% | +19.2% | +14.0% |
| 7D | +47.2% | +3.3% | +43.9% | +47.4% |
| 30D | +57.1% | -2.0% | +59.1% | +57.0% |
| 3M | -5.3% | +60.3% | -65.5% | +1.3% |
| All | -48.3% | +27.7% | -76.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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