+2,396.1%
MUU vs FOXA
+61.2%
+2,334.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -8.2% | +0.8% | -9.0% | -8.5% |
| 30D | +10.2% | +5.0% | +5.1% | +8.2% |
| 3M | -26.5% | -3.0% | -23.5% | -24.0% |
| 6M | +227.2% | +14.8% | +212.5% | +189.0% |
| YTD | +527.4% | -8.9% | +536.3% | +598.9% |
| 1Y | +1,843.7% | +13.3% | +1,830.3% | +1,511.8% |
| All | +2,396.1% | +61.2% | +2,334.9% | +1,264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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