+2,423.9%
MUU vs SITM
+239.2%
+2,184.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -11.1% |
| 7D | +3.6% | +4.8% | -1.3% | -0.5% |
| 30D | +22.3% | -9.7% | +32.0% | +33.4% |
| 3M | -8.2% | -9.3% | +1.1% | +2.2% |
| 6M | +256.3% | +69.5% | +186.8% | +130.3% |
| YTD | +534.4% | +70.5% | +463.9% | +305.8% |
| 1Y | +2,163.5% | +145.3% | +2,018.2% | +923.4% |
| All | +2,423.9% | +239.2% | +2,184.7% | +749.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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