+1,397.6%
MUU vs FLUT
-63.5%
+1,461.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +3.6% | +20.6% | +23.8% |
| 7D | -2.5% | +4.5% | -7.0% | -2.9% |
| 30D | -39.7% | +9.2% | -49.0% | -40.5% |
| 3M | -27.4% | -13.7% | -13.8% | -26.2% |
| 6M | -38.4% | -9.0% | -29.4% | -42.5% |
| YTD | +276.4% | -60.2% | +336.7% | +500.7% |
| 1Y | +390.7% | -63.1% | +453.9% | +730.8% |
| All | +1,397.6% | -63.5% | +1,461.2% | +2,336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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