+1,272.2%
MUU vs MAS
+5.9%
+1,266.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.5% | -5.5% |
| 7D | +24.7% | +3.0% | +21.7% | +21.7% |
| 30D | -35.1% | +22.4% | -57.6% | -48.0% |
| 3M | -44.3% | +14.5% | -58.7% | -52.3% |
| 6M | -44.4% | +27.1% | -71.6% | -57.6% |
| YTD | +244.9% | +35.8% | +209.2% | +127.5% |
| 1Y | +365.6% | +39.4% | +326.2% | +192.8% |
| All | +1,272.2% | +5.9% | +1,266.3% | +1,121.0% |
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