-23.3%
USAR vs MUZ
-54.9%
+31.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.5% | -15.4% | -3.7% |
| 7D | -9.3% | -7.7% | -1.7% | -10.7% |
| 30D | -15.2% | -29.2% | +14.0% | -21.0% |
| 3M | -21.1% | -62.5% | +41.4% | -27.8% |
| All | -23.3% | -54.9% | +31.7% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling