-57.4%
MUZ vs S
+52.3%
-109.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +1.5% | -25.4% | -23.5% |
| 7D | -17.7% | +1.2% | -18.9% | -16.3% |
| 30D | +14.5% | -7.3% | +21.8% | +18.2% |
| 3M | -25.7% | +5.9% | -31.6% | -29.1% |
| All | -57.4% | +52.3% | -109.7% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling