-11.1%
SRE vs MUZ
-48.9%
+37.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.8% |
| 7D | +1.8% | -26.3% | +28.0% | +1.5% |
| 30D | -3.0% | +6.6% | -9.6% | -3.0% |
| 3M | -7.3% | -2.3% | -4.9% | -7.3% |
| All | -11.1% | -48.9% | +37.8% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling