-48.3%
MUZ vs FIVE
+35.1%
-83.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +6.7% | +7.5% | +14.6% |
| 7D | +47.2% | +7.5% | +39.7% | +47.6% |
| 30D | +57.1% | +16.7% | +40.4% | +60.0% |
| 3M | -5.3% | +13.4% | -18.6% | +3.5% |
| All | -48.3% | +35.1% | -83.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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