-48.5%
MUU vs SN
+21.1%
-69.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.7% | +6.5% | +9.9% |
| 7D | -42.8% | +7.2% | -50.0% | -41.2% |
| 30D | -63.6% | +20.4% | -84.0% | -61.6% |
| 3M | -48.5% | +23.9% | -72.4% | -43.2% |
| All | -48.5% | +21.1% | -69.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3mo: compounded portfolio wealth divided by compounded SN 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…
3mo analysis · Full analysis span regression · Available span rolling