-45.5%
MUZ vs SM
-8.4%
-37.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.7% | -10.0% | -12.0% |
| 7D | +14.0% | -22.3% | +36.3% | +23.3% |
| 30D | +57.6% | -21.4% | +78.9% | +66.4% |
| 3M | -3.1% | +1.4% | -4.4% | -21.5% |
| All | -45.5% | -8.4% | -37.1% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling