+2,620.0%
MUU vs MS
+111.5%
+2,508.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.3% | +11.3% | +11.1% |
| 7D | +17.4% | +1.4% | +16.0% | +14.1% |
| 30D | +24.0% | -0.3% | +24.2% | +23.5% |
| 3M | -23.9% | +0.3% | -24.2% | -19.4% |
| 6M | +284.4% | +31.3% | +253.1% | +143.6% |
| YTD | +583.7% | +24.7% | +559.1% | +364.1% |
| 1Y | +2,981.5% | +47.9% | +2,933.6% | +1,393.3% |
| All | +2,620.0% | +111.5% | +2,508.6% | +673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling