-57.4%
MUZ vs FRSH
+29.9%
-87.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +1.7% | -25.6% | -25.2% |
| 7D | -17.7% | -8.9% | -8.8% | -12.0% |
| 30D | +14.5% | -13.2% | +27.7% | +20.1% |
| 3M | -25.7% | +0.9% | -26.7% | -43.2% |
| All | -57.4% | +29.9% | -87.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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