-23.9%
MUU vs MS
+3.3%
-27.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.3% | +11.3% | +10.7% |
| 7D | +17.4% | +1.4% | +16.0% | +12.1% |
| 30D | +24.0% | -0.3% | +24.2% | +24.1% |
| 3M | -23.9% | +0.3% | -24.2% | -23.2% |
| All | -23.9% | +3.3% | -27.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 3mo: compounded portfolio wealth divided by compounded MS 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…
3mo analysis · Full analysis span regression · Available span rolling