-57.4%
MUZ vs QSR
+9.3%
-66.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -1.2% | -22.6% | -21.8% |
| 7D | -17.7% | -2.2% | -15.5% | -13.9% |
| 30D | +14.5% | +7.8% | +6.7% | +5.6% |
| 3M | -25.7% | +5.5% | -31.2% | -33.2% |
| All | -57.4% | +9.3% | -66.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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