+256.3%
MUU vs GFI
-11.2%
+267.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -7.1% |
| 7D | +3.6% | -5.1% | +8.7% | +8.0% |
| 30D | +22.3% | +13.4% | +8.9% | +9.6% |
| 3M | -8.2% | +36.2% | -44.4% | -32.3% |
| 6M | +256.3% | -9.8% | +266.2% | +261.1% |
| All | +256.3% | -11.2% | +267.5% | +261.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling