+2,538.2%
MUU vs RMBS
+111.3%
+2,427.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -5.1% |
| 7D | +13.9% | +3.0% | +11.0% | +10.0% |
| 30D | +24.8% | -14.4% | +39.2% | +52.2% |
| 3M | -15.7% | -42.8% | +27.1% | +82.0% |
| 6M | +338.9% | -1.4% | +340.3% | +394.0% |
| YTD | +563.2% | -5.4% | +568.6% | +627.3% |
| 1Y | +2,577.5% | +18.6% | +2,558.9% | +2,031.9% |
| All | +2,538.2% | +111.3% | +2,427.0% | +1,161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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