+1,000.7%
MUU vs MTSI
+87.5%
+913.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.8% | -1.6% | -6.1% |
| 7D | -42.8% | -10.0% | -32.8% | -30.4% |
| 30D | -63.6% | -37.2% | -26.4% | -27.6% |
| 3M | -48.5% | -30.1% | -18.5% | -16.5% |
| 6M | -36.9% | -31.9% | -5.0% | +26.9% |
| YTD | +176.7% | +23.2% | +153.5% | +149.1% |
| 1Y | +266.3% | +26.4% | +239.9% | +225.8% |
| All | +1,000.7% | +87.5% | +913.1% | +540.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling