-77.4%
TE vs MUZ
-48.9%
-28.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -1.3% |
| 7D | -19.1% | -26.3% | +7.2% | -25.8% |
| 30D | -34.1% | +6.6% | -40.7% | -27.8% |
| 3M | -60.1% | -2.3% | -57.8% | -56.2% |
| All | -77.4% | -48.9% | -28.5% | -76.4% |
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