-57.4%
MUZ vs MKTX
+45.1%
-102.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.1% | -24.0% | -23.8% |
| 7D | -17.7% | +0.3% | -17.9% | -17.5% |
| 30D | +14.5% | +0.9% | +13.5% | +15.0% |
| 3M | -25.7% | +2.7% | -28.4% | -24.8% |
| All | -57.4% | +45.1% | -102.5% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling