-57.4%
MUZ vs GNRC
-27.6%
-29.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +6.7% | -30.6% | -13.1% |
| 7D | -17.7% | +2.5% | -20.1% | -6.8% |
| 30D | +14.5% | -11.2% | +25.6% | +11.6% |
| 3M | -25.7% | -10.1% | -15.6% | -31.6% |
| All | -57.4% | -27.6% | -29.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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