-30.7%
MUZ vs SAN
-1.9%
-28.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -0.5% | +34.4% | +33.5% |
| 7D | +79.0% | +3.5% | +75.5% | +81.7% |
| 30D | +104.4% | -13.2% | +117.6% | +56.7% |
| 3M | +27.0% | -16.9% | +43.9% | -12.6% |
| All | -30.7% | -1.9% | -28.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 6mo: compounded portfolio wealth divided by compounded SAN 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…
6mo analysis · Full analysis span regression · Available span rolling