+316.2%
MUU vs FPS
+19.2%
+297.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +10.5% |
| 7D | +15.0% | +5.3% | +9.7% | +7.1% |
| 30D | +36.8% | -17.6% | +54.4% | +72.2% |
| 3M | -8.5% | -45.8% | +37.3% | +97.2% |
| 6M | +320.7% | -10.1% | +330.9% | +468.7% |
| All | +316.2% | +19.2% | +297.0% | +387.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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