+1,000.7%
MUU vs MAS
+2.5%
+998.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.9% | +11.1% | +11.0% |
| 7D | -42.8% | +2.0% | -44.7% | -43.9% |
| 30D | -63.6% | +19.4% | -83.0% | -70.4% |
| 3M | -48.5% | +9.4% | -58.0% | -54.3% |
| 6M | -36.9% | +15.3% | -52.3% | -47.3% |
| YTD | +176.7% | +31.3% | +145.3% | +87.5% |
| 1Y | +266.3% | +34.9% | +231.4% | +136.3% |
| All | +1,000.7% | +2.5% | +998.2% | +906.4% |
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