-45.5%
MUZ vs XE
-50.3%
+4.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +7.0% | -19.8% | -7.9% |
| 7D | +14.0% | +7.6% | +6.4% | +26.2% |
| 30D | +57.6% | -18.6% | +76.2% | +54.5% |
| 3M | -3.1% | -50.7% | +47.6% | -27.2% |
| All | -45.5% | -50.3% | +4.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · Available span rolling