+1,272.2%
MUU vs TER
+95.5%
+1,176.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.1% | +1.8% |
| 7D | +24.7% | +14.4% | +10.3% | +5.6% |
| 30D | -35.1% | -30.6% | -4.6% | +11.1% |
| 3M | -44.3% | -39.2% | -5.1% | +11.3% |
| 6M | -44.4% | -31.3% | -13.2% | +17.4% |
| YTD | +244.9% | +29.1% | +215.8% | +230.1% |
| 1Y | +365.6% | +47.4% | +318.2% | +292.2% |
| All | +1,272.2% | +95.5% | +1,176.7% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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