+2,620.0%
MUU vs GS
+113.4%
+2,506.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.1% | +11.5% | +11.5% |
| 7D | +17.4% | +0.9% | +16.4% | +15.0% |
| 30D | +24.0% | -1.6% | +25.5% | +27.1% |
| 3M | -23.9% | -4.5% | -19.4% | -10.3% |
| 6M | +284.4% | +20.9% | +263.5% | +193.3% |
| YTD | +583.7% | +19.9% | +563.8% | +414.0% |
| 1Y | +2,981.5% | +41.4% | +2,940.1% | +1,588.5% |
| All | +2,620.0% | +113.4% | +2,506.6% | +698.7% |
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 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