-48.3%
MUZ vs IFF
+18.1%
-66.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -4.9% | +19.1% | +18.0% |
| 7D | +47.2% | -3.3% | +50.5% | +50.4% |
| 30D | +57.1% | +5.3% | +51.8% | +53.1% |
| 3M | -5.3% | +8.9% | -14.2% | -11.1% |
| All | -48.3% | +18.1% | -66.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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