+2,538.2%
MUU vs MTSI
+144.3%
+2,394.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -6.2% |
| 7D | +13.9% | +4.9% | +9.0% | +6.1% |
| 30D | +24.8% | -11.6% | +36.4% | +48.6% |
| 3M | -15.7% | -24.1% | +8.3% | +41.0% |
| 6M | +338.9% | +32.4% | +306.5% | +257.9% |
| YTD | +563.2% | +60.4% | +502.7% | +318.1% |
| 1Y | +2,577.5% | +111.0% | +2,466.5% | +1,077.4% |
| All | +2,538.2% | +144.3% | +2,394.0% | +975.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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