+1,138.0%
MUU vs SO
+12.3%
+1,125.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.3% | +11.1% | +14.7% |
| 7D | -27.2% | -1.1% | -26.1% | -28.5% |
| 30D | -54.0% | +8.6% | -62.6% | -46.2% |
| 3M | -41.4% | +1.8% | -43.2% | -37.9% |
| 6M | -42.5% | +3.6% | -46.1% | -35.0% |
| YTD | +211.2% | +9.9% | +201.3% | +281.2% |
| 1Y | +313.4% | +5.7% | +307.7% | +389.0% |
| All | +1,138.0% | +12.3% | +1,125.8% | +1,551.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling