+1,272.2%
MUU vs EXR
+1.4%
+1,270.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.3% |
| 7D | +24.7% | -0.4% | +25.1% | +24.8% |
| 30D | -35.1% | +18.2% | -53.4% | -38.8% |
| 3M | -44.3% | +7.3% | -51.6% | -45.4% |
| 6M | -44.4% | +13.8% | -58.3% | -49.5% |
| YTD | +244.9% | +25.9% | +219.0% | +179.0% |
| 1Y | +365.6% | +25.8% | +339.8% | +275.4% |
| All | +1,272.2% | +1.4% | +1,270.8% | +995.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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