-53.9%
MUZ vs SBAC
-5.1%
-48.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +2.7% |
| 7D | -26.3% | +0.6% | -26.9% | -26.8% |
| 30D | +6.6% | +5.5% | +1.1% | -2.7% |
| 3M | -2.3% | +3.1% | -5.4% | -6.1% |
| All | -53.9% | -5.1% | -48.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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