-37.5%
MUZ vs SM
-5.8%
-31.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.0% | -10.8% | -10.1% |
| 7D | +45.8% | -25.9% | +71.7% | +63.1% |
| 30D | +99.8% | -15.1% | +115.0% | +102.2% |
| 3M | +12.0% | +4.9% | +7.1% | -10.7% |
| All | -37.5% | -5.8% | -31.7% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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