+1,000.7%
MUU vs GS
+77.9%
+922.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.9% |
| 7D | -42.8% | -3.2% | -39.6% | -37.1% |
| 30D | -63.6% | -2.4% | -61.2% | -60.1% |
| 3M | -48.5% | -15.7% | -32.8% | -25.9% |
| 6M | -36.9% | -6.8% | -30.2% | -18.5% |
| YTD | +176.7% | -0.1% | +176.7% | +207.8% |
| 1Y | +266.3% | +12.1% | +254.2% | +228.5% |
| All | +1,000.7% | +77.9% | +922.7% | +378.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling