-48.3%
MUZ vs MKTX
+44.7%
-93.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | 0.0% | +14.3% | +14.2% |
| 7D | +47.2% | +0.5% | +46.7% | +47.5% |
| 30D | +57.1% | +1.0% | +56.1% | +57.7% |
| 3M | -5.3% | +2.5% | -7.8% | -4.2% |
| All | -48.3% | +44.7% | -93.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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