+908.0%
MUU vs GS
+78.6%
+829.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -6.4% | -28.0% | -21.8% |
| 7D | -53.2% | -6.3% | -46.9% | -45.0% |
| 30D | -64.1% | -3.1% | -60.9% | -60.1% |
| 3M | -54.1% | -17.7% | -36.4% | -30.8% |
| 6M | -37.7% | -4.6% | -33.1% | -22.7% |
| YTD | +153.4% | +0.3% | +153.1% | +180.1% |
| 1Y | +237.5% | +11.7% | +225.8% | +204.9% |
| All | +908.0% | +78.6% | +829.4% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling