-53.9%
MUZ vs REPL
+143.0%
-196.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.2% |
| 7D | -26.3% | +1.2% | -27.5% | -26.2% |
| 30D | +6.6% | +92.2% | -85.6% | +8.3% |
| 3M | -2.3% | +44.1% | -46.5% | -0.6% |
| All | -53.9% | +143.0% | -196.9% | -63.7% |
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