+1,348.1%
MUU vs GS
+87.7%
+1,260.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -0.5% |
| 7D | +43.7% | +5.1% | +38.5% | +31.5% |
| 30D | -37.2% | +2.4% | -39.7% | -36.8% |
| 3M | -36.1% | -11.5% | -24.6% | -15.6% |
| 6M | -35.7% | -2.5% | -33.2% | -23.8% |
| YTD | +264.0% | +5.5% | +258.5% | +268.2% |
| 1Y | +359.1% | +11.0% | +348.1% | +325.8% |
| All | +1,348.1% | +87.7% | +1,260.4% | +472.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling