+28.0%
MSFT vs MUU
+1,324.6%
-1,296.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.4% |
| 7D | -1.3% | +24.7% | -25.9% | -2.3% |
| 30D | -1.8% | -35.1% | +33.3% | -0.8% |
| 3M | +5.6% | -44.3% | +49.9% | +6.9% |
| 6M | +29.8% | -44.4% | +74.2% | +26.3% |
| YTD | +9.0% | +244.9% | -235.9% | -8.7% |
| 1Y | +4.9% | +365.6% | -360.7% | -15.0% |
| All | +28.0% | +1,324.6% | -1,296.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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 · 6 months rolling