-59.4%
MUZ vs ZYBT
+96.3%
-155.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.3% | +8.2% | +9.5% |
| 7D | -7.7% | -2.5% | -5.2% | -7.7% |
| 30D | -29.2% | -1.2% | -27.9% | -29.2% |
| 3M | -62.5% | +76.7% | -139.1% | -52.5% |
| All | -59.4% | +96.3% | -155.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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