-30.7%
MUZ vs TXT
-7.3%
-23.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -1.6% | +35.6% | +32.9% |
| 7D | +79.0% | -2.5% | +81.6% | +76.4% |
| 30D | +104.4% | +12.8% | +91.6% | +121.7% |
| 3M | +27.0% | -3.6% | +30.6% | -0.2% |
| All | -30.7% | -7.3% | -23.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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