-37.5%
MUZ vs IRE
-93.3%
+55.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +39.6% | -49.4% | +8.8% |
| 7D | +45.8% | -27.2% | +73.0% | +44.4% |
| 30D | +99.8% | -75.1% | +175.0% | +36.3% |
| 3M | +12.0% | -77.9% | +89.8% | -19.8% |
| All | -37.5% | -93.3% | +55.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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