+390.7%
MUU vs GS
+18.4%
+372.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.8% | +22.3% | +20.5% |
| 7D | -2.5% | -0.1% | -2.4% | +3.2% |
| 30D | -39.7% | +3.7% | -43.4% | -40.6% |
| 3M | -27.4% | -10.0% | -17.5% | -7.4% |
| 6M | -38.4% | -1.0% | -37.4% | -26.5% |
| YTD | +276.4% | +7.0% | +269.5% | +274.1% |
| 1Y | +390.7% | +16.6% | +374.1% | +321.1% |
| All | +390.7% | +18.4% | +372.4% | +321.1% |
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