+504.3%
MUU vs ESI
+27.8%
+476.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.6% | -9.4% | -4.9% |
| 7D | -35.9% | -6.6% | -29.3% | -25.7% |
| 30D | -47.1% | -10.9% | -36.2% | -32.6% |
| 3M | -29.8% | -13.8% | -16.0% | -4.4% |
| 6M | +16.0% | -21.5% | +37.6% | +137.3% |
| YTD | +286.1% | +34.7% | +251.4% | +254.4% |
| 1Y | +504.3% | +24.9% | +479.4% | +553.7% |
| All | +504.3% | +27.8% | +476.5% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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