+266.5%
MUU vs FIVE
+63.1%
+203.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.6% | +6.9% | +9.9% |
| 7D | -27.2% | +6.2% | -33.4% | -28.3% |
| 30D | -54.0% | +18.2% | -72.2% | -56.7% |
| 3M | -41.4% | +3.8% | -45.3% | -42.3% |
| 6M | -42.5% | +13.7% | -56.2% | -45.8% |
| YTD | +211.2% | +34.7% | +176.5% | +147.1% |
| All | +266.5% | +63.1% | +203.3% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling