+2,683.6%
MUU vs STRL
+226.8%
+2,456.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.9% |
| 7D | +15.0% | +8.2% | +6.8% | +6.6% |
| 30D | +36.8% | -6.3% | +43.1% | +46.3% |
| 3M | -8.5% | -41.2% | +32.7% | +64.1% |
| 6M | +320.7% | +20.4% | +300.4% | +274.5% |
| YTD | +599.7% | +61.7% | +538.0% | +367.8% |
| 1Y | +2,569.2% | +72.7% | +2,496.5% | +1,602.3% |
| All | +2,683.6% | +226.8% | +2,456.7% | +786.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling