-45.5%
MUZ vs SFM
-42.6%
-3.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.0% | -13.8% | -12.9% |
| 7D | +14.0% | -10.2% | +24.2% | +15.8% |
| 30D | +57.6% | -23.9% | +81.5% | +62.8% |
| 3M | -3.1% | -42.3% | +39.2% | +8.5% |
| All | -45.5% | -42.6% | -3.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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