+1,138.0%
MUU vs DASH
+26.9%
+1,111.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.7% | +11.8% | +12.1% |
| 7D | -27.2% | -4.8% | -22.4% | -24.1% |
| 30D | -54.0% | -7.9% | -46.1% | -51.7% |
| 3M | -41.4% | -16.3% | -25.1% | -36.1% |
| 6M | -42.5% | +10.4% | -52.8% | -49.9% |
| YTD | +211.2% | -20.1% | +231.3% | +250.8% |
| 1Y | +313.4% | -11.4% | +324.8% | +315.6% |
| All | +1,138.0% | +26.9% | +1,111.2% | +462.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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