+2,538.2%
MUU vs IAG
+332.5%
+2,205.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -1.9% |
| 7D | +13.9% | +4.3% | +9.7% | +10.8% |
| 30D | +24.8% | +9.8% | +15.0% | +16.8% |
| 3M | -15.7% | +28.9% | -44.7% | -27.5% |
| 6M | +338.9% | -7.6% | +346.5% | +348.2% |
| YTD | +563.2% | +22.0% | +541.2% | +484.2% |
| 1Y | +2,577.5% | +99.5% | +2,478.0% | +1,812.9% |
| All | +2,538.2% | +332.5% | +2,205.8% | +1,236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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