+365.6%
MUU vs CTAS
+23.6%
+342.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.9% |
| 7D | +24.7% | +2.0% | +22.7% | +29.3% |
| 30D | -35.1% | +8.7% | -43.8% | -21.6% |
| 3M | -44.3% | +13.3% | -57.5% | -26.1% |
| 6M | -44.4% | +39.4% | -83.8% | +6.5% |
| YTD | +244.9% | +21.5% | +223.4% | +561.7% |
| 1Y | +365.6% | +21.9% | +343.7% | +788.9% |
| All | +365.6% | +23.6% | +342.0% | +788.9% |
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