-48.3%
MUZ vs TW
+29.4%
-77.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.0% | +13.2% | +11.7% |
| 7D | +47.2% | +6.0% | +41.2% | +27.6% |
| 30D | +57.1% | +18.6% | +38.5% | +1.3% |
| 3M | -5.3% | +26.5% | -31.8% | -53.0% |
| All | -48.3% | +29.4% | -77.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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