+1,272.2%
MUU vs CTAS
+10.6%
+1,261.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.3% |
| 7D | +24.7% | +2.0% | +22.7% | +24.8% |
| 30D | -35.1% | +8.7% | -43.8% | -35.0% |
| 3M | -44.3% | +13.3% | -57.5% | -44.3% |
| 6M | -44.4% | +39.4% | -83.8% | -55.5% |
| YTD | +244.9% | +21.5% | +223.4% | +216.7% |
| 1Y | +365.6% | +21.9% | +343.7% | +325.5% |
| All | +1,272.2% | +10.6% | +1,261.6% | +1,116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling