+1,106.1%
MUU vs FAST
+63.2%
+1,042.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -32.5% | +4.8% | -37.3% | -33.4% |
| 30D | -55.2% | +8.6% | -63.8% | -56.6% |
| 3M | -40.7% | +5.7% | -46.4% | -42.1% |
| 6M | -43.9% | +25.5% | -69.4% | -50.3% |
| YTD | +203.2% | +39.6% | +163.6% | +143.8% |
| 1Y | +257.0% | +35.5% | +221.5% | +192.6% |
| All | +1,106.1% | +63.2% | +1,042.9% | +622.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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