-45.5%
MUZ vs RGEN
+40.4%
-85.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +3.1% | -15.9% | -11.3% |
| 7D | +14.0% | +3.5% | +10.5% | +16.4% |
| 30D | +57.6% | +2.9% | +54.7% | +59.7% |
| 3M | -3.1% | +9.2% | -12.3% | -2.1% |
| All | -45.5% | +40.4% | -85.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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