-48.3%
MUZ vs PHM
+14.7%
-63.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +7.2% | +7.1% | +11.3% |
| 7D | +47.2% | +13.6% | +33.6% | +42.7% |
| 30D | +57.1% | +19.3% | +37.8% | +52.4% |
| 3M | -5.3% | +3.5% | -8.8% | -9.9% |
| All | -48.3% | +14.7% | -63.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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