-48.3%
MUZ vs S
+50.5%
-98.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.6% | +12.6% | +14.1% |
| 7D | +47.2% | -8.2% | +55.4% | +47.8% |
| 30D | +57.1% | -7.6% | +64.7% | +58.9% |
| 3M | -5.3% | +12.0% | -17.2% | -15.1% |
| All | -48.3% | +50.5% | -98.7% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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