+63.8%
W vs MUZ
-39.6%
+103.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.8% | +17.4% | +3.2% |
| 7D | +3.3% | +14.0% | -10.7% | +5.5% |
| 30D | +10.5% | +57.6% | -47.1% | +17.3% |
| 3M | +9.6% | -3.1% | +12.7% | +11.3% |
| All | +63.8% | -39.6% | +103.4% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling