+2,683.6%
MUU vs MA
+14.7%
+2,668.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.6% |
| 7D | +15.0% | -3.5% | +18.5% | +15.8% |
| 30D | +36.8% | +0.8% | +36.0% | +36.1% |
| 3M | -8.5% | +14.8% | -23.3% | -13.9% |
| 6M | +320.7% | +10.0% | +310.7% | +300.6% |
| YTD | +599.7% | -0.1% | +599.8% | +649.0% |
| 1Y | +2,569.2% | -2.2% | +2,571.4% | +2,811.3% |
| All | +2,683.6% | +14.7% | +2,668.9% | +2,178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling