-53.9%
MUZ vs TRU
+18.4%
-72.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.0% | +5.0% |
| 7D | -26.3% | 0.0% | -26.3% | -26.9% |
| 30D | +6.6% | +21.3% | -14.7% | -20.5% |
| 3M | -2.3% | +0.2% | -2.6% | +4.5% |
| All | -53.9% | +18.4% | -72.3% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · Available span rolling