+1,272.2%
MUU vs BROS
+16.1%
+1,256.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.7% | -9.1% |
| 7D | +24.7% | +6.3% | +18.4% | +19.9% |
| 30D | -35.1% | -8.3% | -26.8% | -29.2% |
| 3M | -44.3% | -29.8% | -14.5% | -30.4% |
| 6M | -44.4% | -25.8% | -18.6% | -35.9% |
| YTD | +244.9% | -41.4% | +286.3% | +355.6% |
| 1Y | +365.6% | -35.2% | +400.8% | +471.7% |
| All | +1,272.2% | +16.1% | +1,256.2% | +1,368.3% |
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