-57.4%
MUZ vs RUN
-32.7%
-24.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +4.1% | -28.0% | -23.0% |
| 7D | -17.7% | +3.2% | -20.8% | -17.0% |
| 30D | +14.5% | +19.5% | -5.0% | +22.1% |
| 3M | -25.7% | -9.6% | -16.2% | -34.0% |
| All | -57.4% | -32.7% | -24.7% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling