+1,106.1%
MUU vs MAS
+6.1%
+1,100.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.4% |
| 7D | -32.5% | +3.6% | -36.1% | -34.1% |
| 30D | -55.2% | +23.8% | -79.1% | -64.6% |
| 3M | -40.7% | +14.4% | -55.1% | -49.4% |
| 6M | -43.9% | +19.7% | -63.7% | -54.6% |
| YTD | +203.2% | +36.0% | +167.2% | +99.6% |
| 1Y | +257.0% | +40.4% | +216.7% | +122.5% |
| All | +1,106.1% | +6.1% | +1,100.0% | +971.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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