+504.3%
MUU vs CRS
-3.8%
+508.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.6% | -12.4% | -12.3% |
| 7D | -35.9% | +4.3% | -40.2% | -39.4% |
| 30D | -47.1% | -25.5% | -21.6% | -28.0% |
| 3M | -29.8% | -48.7% | +18.9% | +52.5% |
| 6M | +16.0% | -31.6% | +47.6% | +109.1% |
| YTD | +286.1% | -7.0% | +293.1% | +412.9% |
| 1Y | +504.3% | -4.5% | +508.8% | +668.1% |
| All | +504.3% | -3.8% | +508.1% | +668.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling