+2,396.1%
MUU vs COST
+0.5%
+2,395.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | -8.2% | -1.2% | -7.0% | -8.7% |
| 30D | +10.2% | -4.7% | +14.9% | +8.3% |
| 3M | -26.5% | -7.1% | -19.4% | -27.1% |
| 6M | +227.2% | -8.5% | +235.8% | +215.8% |
| YTD | +527.4% | +5.4% | +522.0% | +438.9% |
| 1Y | +1,843.7% | -5.6% | +1,849.3% | +1,728.2% |
| All | +2,396.1% | +0.5% | +2,395.6% | +1,857.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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