+2,396.1%
MUU vs SITM
+258.0%
+2,138.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -5.7% |
| 7D | -8.2% | +3.9% | -12.1% | -11.6% |
| 30D | +10.2% | -6.6% | +16.8% | +16.3% |
| 3M | -26.5% | -11.9% | -14.6% | -17.4% |
| 6M | +227.2% | +81.1% | +146.1% | +99.7% |
| YTD | +527.4% | +80.0% | +447.4% | +282.5% |
| 1Y | +1,843.7% | +145.8% | +1,697.8% | +773.2% |
| All | +2,396.1% | +258.0% | +2,138.1% | +700.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling