-30.7%
MUZ vs SFM
-40.2%
+9.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -5.1% | +39.1% | +34.6% |
| 7D | +79.0% | +7.5% | +71.5% | +76.2% |
| 30D | +104.4% | -20.8% | +125.2% | +109.7% |
| 3M | +27.0% | -39.4% | +66.3% | +40.7% |
| All | -30.7% | -40.2% | +9.5% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling