-53.9%
MUZ vs TAP
+4.3%
-58.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +1.9% | -1.5% |
| 7D | -26.3% | +1.3% | -27.5% | -27.6% |
| 30D | +6.6% | +5.7% | +0.8% | -5.3% |
| 3M | -2.3% | -1.9% | -0.4% | +1.9% |
| All | -53.9% | +4.3% | -58.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · Available span rolling