+1,397.6%
MUU vs AA
+9.2%
+1,388.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +2.7% | +21.5% | +21.1% |
| 7D | -2.5% | +1.1% | -3.6% | -0.3% |
| 30D | -39.7% | -1.3% | -38.5% | -36.9% |
| 3M | -27.4% | -23.9% | -3.5% | +0.1% |
| 6M | -38.4% | -36.8% | -1.6% | +10.1% |
| YTD | +276.4% | -22.2% | +298.6% | +404.4% |
| 1Y | +390.7% | +10.4% | +380.4% | +330.2% |
| All | +1,397.6% | +9.2% | +1,388.4% | +1,129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling