+2,396.1%
MUU vs GFI
+210.0%
+2,186.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -8.2% | -4.9% | -3.4% | -5.5% |
| 30D | +10.2% | +10.7% | -0.6% | +3.5% |
| 3M | -26.5% | +25.6% | -52.1% | -36.6% |
| 6M | +227.2% | -8.3% | +235.5% | +233.8% |
| YTD | +527.4% | +6.3% | +521.1% | +497.4% |
| 1Y | +1,843.7% | +22.1% | +1,821.6% | +1,665.4% |
| All | +2,396.1% | +210.0% | +2,186.1% | +1,173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling