+504.3%
MUU vs GFS
+15.5%
+488.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.9% | -8.1% | -5.1% |
| 7D | -35.9% | -12.5% | -23.3% | -20.9% |
| 30D | -47.1% | -16.9% | -30.2% | -30.5% |
| 3M | -29.8% | -22.3% | -7.6% | -0.2% |
| 6M | +16.0% | -40.2% | +56.2% | +215.4% |
| YTD | +286.1% | +16.0% | +270.1% | +267.0% |
| 1Y | +504.3% | +17.7% | +486.7% | +485.7% |
| All | +504.3% | +15.5% | +488.8% | +485.7% |
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