-37.5%
MUZ vs TW
+30.1%
-67.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.0% | -10.2% |
| 7D | +45.8% | +4.2% | +41.6% | +31.9% |
| 30D | +99.8% | +18.9% | +80.9% | +28.1% |
| 3M | +12.0% | +23.8% | -11.8% | -39.4% |
| All | -37.5% | +30.1% | -67.7% | -63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling