-48.3%
MUZ vs RBA
-8.9%
-39.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.1% | +12.2% | +13.1% |
| 7D | +47.2% | +12.7% | +34.5% | +40.1% |
| 30D | +57.1% | +15.5% | +41.5% | +48.1% |
| 3M | -5.3% | -14.0% | +8.8% | -9.1% |
| All | -48.3% | -8.9% | -39.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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