+257.0%
MUU vs MA
+20.1%
+237.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -1.9% |
| 7D | -32.5% | +1.8% | -34.3% | -31.0% |
| 30D | -55.2% | +11.8% | -67.1% | -46.7% |
| 3M | -40.7% | +17.2% | -57.9% | -23.8% |
| 6M | -43.9% | +33.4% | -77.3% | -10.3% |
| YTD | +203.2% | +16.1% | +187.0% | +423.9% |
| 1Y | +257.0% | +19.9% | +237.1% | +526.2% |
| All | +257.0% | +20.1% | +237.0% | +526.2% |
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