-48.3%
MUZ vs RUN
-34.8%
-13.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.3% | +13.0% | +14.8% |
| 7D | +47.2% | +18.5% | +28.7% | +58.4% |
| 30D | +57.1% | +15.5% | +41.6% | +65.8% |
| 3M | -5.3% | -20.3% | +15.0% | -23.5% |
| All | -48.3% | -34.8% | -13.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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