-53.9%
MUZ vs SNY
+8.8%
-62.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.3% | +5.4% |
| 7D | -26.3% | +2.8% | -29.1% | -30.0% |
| 30D | +6.6% | +21.6% | -15.1% | -22.8% |
| 3M | -2.3% | +10.5% | -12.8% | -16.9% |
| All | -53.9% | +8.8% | -62.8% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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