+1,106.1%
MUU vs STRL
+91.1%
+1,015.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -32.5% | -19.8% | -12.6% | -14.6% |
| 30D | -55.2% | -43.6% | -11.7% | -19.5% |
| 3M | -40.7% | -45.2% | +4.5% | +8.3% |
| 6M | -43.9% | -65.7% | +21.8% | +75.9% |
| YTD | +203.2% | -5.4% | +208.6% | +246.3% |
| 1Y | +257.0% | -24.7% | +281.7% | +409.7% |
| All | +1,106.1% | +91.1% | +1,015.0% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling