-30.7%
MUZ vs SPY
-0.9%
-29.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -4.4% | +38.3% | +3.4% |
| 7D | +79.0% | -4.7% | +83.7% | +32.6% |
| 30D | +104.4% | -5.9% | +110.3% | +41.6% |
| 3M | +27.0% | -4.5% | +31.5% | -3.3% |
| All | -30.7% | -0.9% | -29.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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