+4,600.5%
MUU vs GLXY
+7.0%
+4,593.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.0% | +12.5% | +10.2% |
| 7D | +15.0% | +4.5% | +10.5% | +10.3% |
| 30D | +36.8% | +28.8% | +8.0% | +13.8% |
| 3M | -8.5% | -23.0% | +14.5% | +9.0% |
| 6M | +320.7% | +17.0% | +303.7% | +323.6% |
| YTD | +599.7% | +12.5% | +587.2% | +602.4% |
| 1Y | +2,569.2% | -5.4% | +2,574.6% | +2,881.9% |
| All | +4,600.5% | +7.0% | +4,593.5% | +5,291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling