-45.5%
MUZ vs IFF
+13.7%
-59.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.2% | -15.0% | -14.1% |
| 7D | +14.0% | -10.8% | +24.8% | +23.9% |
| 30D | +57.6% | -0.1% | +57.7% | +58.7% |
| 3M | -3.1% | -1.2% | -1.8% | -1.5% |
| All | -45.5% | +13.7% | -59.3% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling