+2,423.9%
MUU vs FDS
-40.5%
+2,464.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.8% | -3.5% | -12.9% |
| 7D | +3.6% | -16.0% | +19.5% | -7.4% |
| 30D | +22.3% | -6.7% | +29.1% | +17.9% |
| 3M | -8.2% | +6.0% | -14.2% | +3.3% |
| 6M | +256.3% | +25.1% | +231.3% | +311.4% |
| YTD | +534.4% | -8.1% | +542.5% | +658.3% |
| 1Y | +2,163.5% | -26.0% | +2,189.5% | +2,974.1% |
| All | +2,423.9% | -40.5% | +2,464.4% | +3,278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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