+1,272.2%
MUU vs ROST
+67.4%
+1,204.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -3.8% |
| 7D | +24.7% | +0.3% | +24.4% | +25.0% |
| 30D | -35.1% | +0.5% | -35.6% | -34.7% |
| 3M | -44.3% | -5.2% | -39.0% | -42.2% |
| 6M | -44.4% | +9.8% | -54.3% | -51.8% |
| YTD | +244.9% | +29.4% | +215.5% | +146.7% |
| 1Y | +365.6% | +44.4% | +321.3% | +192.6% |
| All | +1,272.2% | +67.4% | +1,204.8% | +562.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling