+2,396.1%
MUU vs AJG
-17.4%
+2,413.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -2.4% |
| 7D | -8.2% | -8.3% | 0.0% | -16.3% |
| 30D | +10.2% | -5.7% | +15.8% | +4.5% |
| 3M | -26.5% | +9.1% | -35.6% | -16.2% |
| 6M | +227.2% | +15.2% | +212.0% | +294.9% |
| YTD | +527.4% | -6.3% | +533.7% | +654.6% |
| 1Y | +1,843.7% | -19.1% | +1,862.8% | +2,373.1% |
| All | +2,396.1% | -17.4% | +2,413.5% | +2,727.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 all: compounded portfolio wealth divided by compounded AJG 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…
all analysis · Full analysis span regression · 6 months rolling