+1,397.6%
MUU vs ESI
+36.3%
+1,361.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +4.0% | +20.2% | +16.2% |
| 7D | -2.5% | +1.8% | -4.3% | +0.8% |
| 30D | -39.7% | -6.6% | -33.2% | -25.0% |
| 3M | -27.4% | -9.4% | -18.1% | -4.5% |
| 6M | -38.4% | -24.1% | -14.3% | +38.6% |
| YTD | +276.4% | +37.1% | +239.3% | +197.4% |
| 1Y | +390.7% | +24.5% | +366.2% | +373.1% |
| All | +1,397.6% | +36.3% | +1,361.3% | +1,182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling