+27.0%
MUZ vs GAP
+8.5%
+18.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -5.6% | +39.6% | +33.5% |
| 7D | +79.0% | -2.1% | +81.1% | +75.6% |
| 30D | +104.4% | -5.1% | +109.5% | +100.7% |
| 3M | +27.0% | +9.8% | +17.2% | +20.8% |
| All | +27.0% | +8.5% | +18.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3mo: compounded portfolio wealth divided by compounded GAP 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…
3mo analysis · Full analysis span regression · Available span rolling