+38.7%
TOST vs MUZ
-30.7%
+69.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.9% | +8.5% | -1.0% |
| 7D | +9.4% | +45.8% | -36.4% | +7.6% |
| 30D | +13.5% | +99.8% | -86.4% | +10.0% |
| 3M | -0.1% | +12.0% | -12.1% | -1.2% |
| All | +38.7% | -30.7% | +69.4% | +37.1% |
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