+2,538.2%
MUU vs GFS
+14.1%
+2,524.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.6% |
| 7D | +13.9% | +2.6% | +11.3% | +10.0% |
| 30D | +24.8% | -16.4% | +41.2% | +60.6% |
| 3M | -15.7% | -41.6% | +25.8% | +104.2% |
| 6M | +338.9% | -3.7% | +342.6% | +490.7% |
| YTD | +563.2% | +29.3% | +533.8% | +507.9% |
| 1Y | +2,577.5% | +37.1% | +2,540.4% | +2,205.3% |
| All | +2,538.2% | +14.1% | +2,524.1% | +2,968.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling