+1,138.0%
MUU vs FAST
+62.4%
+1,075.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +3.0% | +9.5% | +11.5% |
| 7D | -27.2% | +3.8% | -31.0% | -28.0% |
| 30D | -54.0% | +8.1% | -62.1% | -55.4% |
| 3M | -41.4% | +5.8% | -47.2% | -42.8% |
| 6M | -42.5% | +24.9% | -67.3% | -48.8% |
| YTD | +211.2% | +38.9% | +172.3% | +150.7% |
| 1Y | +313.4% | +36.5% | +276.9% | +236.5% |
| All | +1,138.0% | +62.4% | +1,075.6% | +642.5% |
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