+908.0%
MUU vs AS
+61.2%
+846.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -2.3% | -32.1% | -32.6% |
| 7D | -53.2% | +7.1% | -60.3% | -56.0% |
| 30D | -64.1% | +12.8% | -76.9% | -67.9% |
| 3M | -54.1% | -14.7% | -39.3% | -48.8% |
| 6M | -37.7% | -9.9% | -27.7% | -35.2% |
| YTD | +153.4% | -16.1% | +169.5% | +180.8% |
| 1Y | +237.5% | +0.2% | +237.3% | +217.6% |
| All | +908.0% | +61.2% | +846.8% | +528.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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 · 6 months rolling