+2,423.9%
MUU vs ROST
+62.9%
+2,361.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.4% |
| 7D | +3.6% | -2.5% | +6.0% | +5.1% |
| 30D | +22.3% | -10.3% | +32.6% | +30.4% |
| 3M | -8.2% | -2.6% | -5.6% | -9.8% |
| 6M | +256.3% | +6.5% | +249.8% | +210.9% |
| YTD | +534.4% | +25.9% | +508.5% | +357.6% |
| 1Y | +2,163.5% | +52.3% | +2,111.1% | +1,198.1% |
| All | +2,423.9% | +62.9% | +2,361.0% | +1,128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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