+1,348.1%
MUU vs TOST
+18.1%
+1,330.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +43.7% | -4.7% | +48.3% | +45.8% |
| 30D | -37.2% | +8.5% | -45.8% | -39.6% |
| 3M | -36.1% | -1.6% | -34.5% | -36.6% |
| 6M | -35.7% | +44.1% | -79.8% | -47.9% |
| YTD | +264.0% | -5.6% | +269.6% | +259.9% |
| 1Y | +359.1% | -12.6% | +371.7% | +389.8% |
| All | +1,348.1% | +18.1% | +1,330.0% | +1,087.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling