-48.3%
MUZ vs NTR
+8.2%
-56.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +4.0% | +10.3% | +11.4% |
| 7D | +47.2% | +4.3% | +42.9% | +43.4% |
| 30D | +57.1% | +2.6% | +54.5% | +54.4% |
| 3M | -5.3% | +8.5% | -13.8% | -12.8% |
| All | -48.3% | +8.2% | -56.5% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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