+266.3%
MUU vs TOST
-11.1%
+277.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.4% | +10.6% | +8.7% |
| 7D | -42.8% | +9.4% | -52.2% | -40.5% |
| 30D | -63.6% | +13.5% | -77.1% | -61.7% |
| 3M | -48.5% | -0.1% | -48.4% | -47.8% |
| 6M | -36.9% | +22.5% | -59.4% | -31.6% |
| YTD | +176.7% | -2.4% | +179.0% | +242.8% |
| 1Y | +266.3% | -4.7% | +271.0% | +373.0% |
| All | +266.3% | -11.1% | +277.3% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling