-37.5%
MUZ vs REPL
+140.0%
-177.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +8.0% | -17.8% | -9.6% |
| 7D | +45.8% | +22.8% | +23.0% | +46.5% |
| 30D | +99.8% | +63.8% | +36.1% | +102.9% |
| 3M | +12.0% | +68.1% | -56.1% | +13.7% |
| All | -37.5% | +140.0% | -177.5% | -50.8% |
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