-45.5%
MUZ vs FIGR
-11.7%
-33.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +7.9% | -20.7% | -6.8% |
| 7D | +14.0% | +12.5% | +1.5% | +28.0% |
| 30D | +57.6% | -14.1% | +71.7% | +51.4% |
| 3M | -3.1% | -14.3% | +11.2% | +3.1% |
| All | -45.5% | -11.7% | -33.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 6mo: compounded portfolio wealth divided by compounded FIGR 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…
6mo analysis · Full analysis span regression · Available span rolling