+2,981.5%
MUU vs GFS
+37.2%
+2,944.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.5% | +10.1% | +9.3% |
| 7D | +17.4% | +1.0% | +16.4% | +15.9% |
| 30D | +24.0% | -8.6% | +32.6% | +39.3% |
| 3M | -23.9% | -46.5% | +22.7% | +115.4% |
| 6M | +284.4% | -4.8% | +289.2% | +491.5% |
| YTD | +583.7% | +29.7% | +554.1% | +598.6% |
| 1Y | +2,981.5% | +35.8% | +2,945.6% | +3,246.4% |
| All | +2,981.5% | +37.2% | +2,944.3% | +3,246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling