+1,106.1%
MUU vs FICO
-63.6%
+1,169.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -2.6% |
| 7D | -32.5% | +0.9% | -33.3% | -32.5% |
| 30D | -55.2% | +9.4% | -64.7% | -55.5% |
| 3M | -40.7% | -30.4% | -10.3% | -40.3% |
| 6M | -43.9% | -35.1% | -8.8% | -47.6% |
| YTD | +203.2% | -56.8% | +259.9% | +242.5% |
| 1Y | +257.0% | -58.4% | +315.4% | +312.0% |
| All | +1,106.1% | -63.6% | +1,169.7% | +1,250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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