-30.7%
MUZ vs TMF
-9.9%
-20.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | +0.6% | +33.4% | +33.9% |
| 7D | +79.0% | +2.7% | +76.3% | +79.3% |
| 30D | +104.4% | +19.3% | +85.1% | +124.9% |
| 3M | +27.0% | -3.7% | +30.6% | +8.2% |
| All | -30.7% | -9.9% | -20.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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