+1,138.0%
MUU vs STRL
+91.9%
+1,046.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +15.0% | -2.5% | -2.2% |
| 7D | -27.2% | -13.3% | -13.8% | -14.7% |
| 30D | -54.0% | -43.3% | -10.7% | -17.7% |
| 3M | -41.4% | -46.9% | +5.4% | +10.3% |
| 6M | -42.5% | -65.6% | +23.1% | +79.9% |
| YTD | +211.2% | -5.1% | +216.3% | +254.2% |
| 1Y | +313.4% | -23.1% | +336.4% | +478.9% |
| All | +1,138.0% | +91.9% | +1,046.2% | +570.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling