-30.7%
MUZ vs Z
-12.9%
-17.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -10.6% | +44.6% | +41.1% |
| 7D | +79.0% | -2.3% | +81.3% | +73.5% |
| 30D | +104.4% | +9.4% | +95.0% | +76.9% |
| 3M | +27.0% | -16.1% | +43.1% | +47.9% |
| All | -30.7% | -12.9% | -17.8% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling