+391.4%
MUU vs MA
+17.3%
+374.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -5.0% |
| 7D | +43.7% | -0.5% | +44.2% | +42.5% |
| 30D | -37.2% | +7.9% | -45.1% | -29.1% |
| 3M | -36.1% | +16.8% | -52.9% | -18.4% |
| 6M | -35.7% | +31.0% | -66.7% | +1.6% |
| YTD | +264.0% | +15.0% | +248.9% | +524.9% |
| All | +391.4% | +17.3% | +374.0% | +746.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling