-45.5%
MUZ vs RUN
-27.7%
-17.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.4% | -10.4% | -13.2% |
| 7D | +14.0% | +18.1% | -4.1% | +19.0% |
| 30D | +57.6% | +27.5% | +30.1% | +68.4% |
| 3M | -3.1% | -4.5% | +1.4% | -14.4% |
| All | -45.5% | -27.7% | -17.8% | -57.9% |
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