-62.9%
MUZ vs IFF
+13.1%
-75.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.3% | -4.7% |
| 7D | -16.3% | -3.0% | -13.2% | -14.4% |
| 30D | -36.4% | -0.9% | -35.4% | -35.7% |
| 3M | -62.9% | +11.8% | -74.7% | -66.6% |
| All | -62.9% | +13.1% | -75.9% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling