+908.0%
MUU vs MAS
+4.5%
+903.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -3.4% | -30.9% | -31.2% |
| 7D | -53.2% | +4.6% | -57.8% | -55.2% |
| 30D | -64.1% | +19.9% | -84.0% | -70.8% |
| 3M | -54.1% | +8.9% | -63.0% | -58.8% |
| 6M | -37.7% | +20.2% | -57.8% | -49.9% |
| YTD | +153.4% | +33.9% | +119.5% | +69.0% |
| 1Y | +237.5% | +34.7% | +202.8% | +120.5% |
| All | +908.0% | +4.5% | +903.5% | +807.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling