-45.5%
MUZ vs NTR
+8.5%
-54.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.1% | -13.9% | -13.6% |
| 7D | +14.0% | +3.0% | +11.0% | +11.8% |
| 30D | +57.6% | +7.1% | +50.5% | +52.8% |
| 3M | -3.1% | +13.1% | -16.2% | -13.0% |
| All | -45.5% | +8.5% | -54.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling