+2,396.1%
MUU vs NTAP
+62.9%
+2,333.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.5% | -9.6% | -11.7% |
| 7D | -8.2% | +7.4% | -15.6% | -17.2% |
| 30D | +10.2% | -1.4% | +11.5% | +10.4% |
| 3M | -26.5% | +24.6% | -51.1% | -46.0% |
| 6M | +227.2% | +105.9% | +121.3% | +10.4% |
| YTD | +527.4% | +88.5% | +438.9% | +128.9% |
| 1Y | +1,843.7% | +62.1% | +1,781.6% | +878.3% |
| All | +2,396.1% | +62.9% | +2,333.2% | +989.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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