+2,396.1%
MUU vs BTSG
+290.2%
+2,105.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.6% |
| 7D | -8.2% | -3.3% | -4.9% | -5.0% |
| 30D | +10.2% | -1.6% | +11.8% | +10.6% |
| 3M | -26.5% | -6.9% | -19.6% | -19.2% |
| 6M | +227.2% | +42.1% | +185.1% | +151.3% |
| YTD | +527.4% | +56.8% | +470.6% | +351.5% |
| 1Y | +1,843.7% | +109.8% | +1,733.8% | +1,004.7% |
| All | +2,396.1% | +290.2% | +2,105.8% | +729.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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