-57.4%
MUZ vs IFF
+11.4%
-68.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.6% | -23.3% | -23.5% |
| 7D | -17.7% | -5.7% | -11.9% | -14.5% |
| 30D | +14.5% | -2.7% | +17.2% | +17.3% |
| 3M | -25.7% | -2.3% | -23.4% | -24.0% |
| All | -57.4% | +11.4% | -68.8% | -61.1% |
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