-37.5%
MUZ vs TAP
+3.0%
-40.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.4% | -0.8% |
| 7D | +45.8% | +0.5% | +45.3% | +41.9% |
| 30D | +99.8% | +9.1% | +90.7% | +64.9% |
| 3M | +12.0% | -3.8% | +15.8% | +20.1% |
| All | -37.5% | +3.0% | -40.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling