+1,138.0%
MUU vs MA
+32.8%
+1,105.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.5% | +12.0% | +12.5% |
| 7D | -27.2% | -0.3% | -26.8% | -26.9% |
| 30D | -54.0% | +11.3% | -65.4% | -54.2% |
| 3M | -41.4% | +16.7% | -58.1% | -42.3% |
| 6M | -42.5% | +32.8% | -75.2% | -47.2% |
| YTD | +211.2% | +15.6% | +195.6% | +230.3% |
| 1Y | +313.4% | +19.6% | +293.8% | +316.8% |
| All | +1,138.0% | +32.8% | +1,105.3% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling