-39.2%
MUU vs SO
+2.2%
-41.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.3% | +11.1% | +15.9% |
| 7D | -27.2% | -1.1% | -26.1% | -29.6% |
| 30D | -54.0% | +8.6% | -62.6% | -45.8% |
| All | -39.2% | +2.2% | -41.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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