-57.4%
MUZ vs Z
-15.3%
-42.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +1.7% | -25.6% | -24.9% |
| 7D | -17.7% | -13.1% | -4.6% | -12.4% |
| 30D | +14.5% | +5.9% | +8.6% | +1.1% |
| 3M | -25.7% | -13.7% | -12.1% | -20.2% |
| All | -57.4% | -15.3% | -42.1% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling