-36.9%
MUU vs GS
-6.6%
-30.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +10.0% |
| 7D | -42.8% | -3.2% | -39.6% | -35.8% |
| 30D | -63.6% | -2.4% | -61.2% | -59.3% |
| 3M | -48.5% | -15.7% | -32.8% | -20.7% |
| 6M | -36.9% | -6.8% | -30.2% | +10.7% |
| All | -36.9% | -6.6% | -30.3% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling