-48.3%
MUZ vs REPL
+129.6%
-177.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +0.2% | +14.0% | +14.2% |
| 7D | +47.2% | +28.8% | +18.4% | +47.8% |
| 30D | +57.1% | +57.3% | -0.3% | +59.1% |
| 3M | -5.3% | +73.6% | -78.9% | -4.2% |
| All | -48.3% | +129.6% | -177.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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