+2,396.1%
MUU vs BROS
+41.9%
+2,354.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -8.2% | -5.8% | -2.5% | -5.0% |
| 30D | +10.2% | -14.0% | +24.1% | +19.4% |
| 3M | -26.5% | -32.5% | +6.0% | -12.0% |
| 6M | +227.2% | -14.9% | +242.1% | +238.4% |
| YTD | +527.4% | -28.3% | +555.7% | +619.7% |
| 1Y | +1,843.7% | -34.0% | +1,877.7% | +2,213.7% |
| All | +2,396.1% | +41.9% | +2,354.1% | +2,219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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