-48.3%
MUZ vs Z
-2.6%
-45.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +9.4% | +4.8% | +4.7% |
| 7D | +47.2% | +10.2% | +37.0% | +34.6% |
| 30D | +57.1% | +23.7% | +33.4% | +27.7% |
| 3M | -5.3% | -6.6% | +1.3% | +6.0% |
| All | -48.3% | -2.6% | -45.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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