+504.3%
MUU vs CTAS
+25.6%
+478.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.4% | -16.4% | -8.9% |
| 7D | -35.9% | +7.6% | -43.5% | -23.7% |
| 30D | -47.1% | +17.2% | -64.3% | -23.8% |
| 3M | -29.8% | +12.8% | -42.6% | -6.6% |
| 6M | +16.0% | +38.0% | -21.9% | +127.7% |
| YTD | +286.1% | +22.7% | +263.4% | +664.5% |
| 1Y | +504.3% | +25.6% | +478.7% | +1,084.0% |
| All | +504.3% | +25.6% | +478.7% | +1,084.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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