+443.5%
MUU vs IRE
-97.7%
+541.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.8% | +13.2% | +3.8% |
| 7D | -32.5% | -41.9% | +9.4% | -16.8% |
| 30D | -55.2% | -75.1% | +19.8% | -25.7% |
| 3M | -40.7% | -82.4% | +41.7% | +7.0% |
| 6M | -43.9% | -95.5% | +51.6% | +50.2% |
| YTD | +203.2% | -93.1% | +296.2% | +513.1% |
| 1Y | +257.0% | -97.8% | +354.8% | +815.0% |
| All | +443.5% | -97.7% | +541.2% | +1,225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling