+32.7%
SAP vs MUZ
-39.6%
+72.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -12.8% | +14.5% | +3.0% |
| 7D | +1.6% | +14.0% | -12.4% | -0.5% |
| 30D | +10.5% | +57.6% | -47.0% | +3.8% |
| 3M | +15.2% | -3.1% | +18.2% | +13.7% |
| All | +32.7% | -39.6% | +72.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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