+504.3%
MUU vs GS
+21.8%
+482.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.6% | -17.6% | -20.5% |
| 7D | -35.9% | +0.3% | -36.2% | -36.8% |
| 30D | -47.1% | +3.9% | -51.0% | -50.9% |
| 3M | -29.8% | -11.4% | -18.4% | -12.6% |
| 6M | +16.0% | +3.7% | +12.3% | +23.8% |
| YTD | +286.1% | +7.1% | +279.0% | +266.0% |
| 1Y | +504.3% | +19.7% | +484.7% | +395.8% |
| All | +504.3% | +21.8% | +482.5% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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