-48.3%
MUZ vs NTRS
+4.3%
-52.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.1% | +11.1% | +18.6% |
| 7D | +47.2% | +3.6% | +43.6% | +53.9% |
| 30D | +57.1% | +4.3% | +52.8% | +68.1% |
| 3M | -5.3% | -1.9% | -3.3% | -8.1% |
| All | -48.3% | +4.3% | -52.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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