+2,423.9%
MUU vs TSEM
+363.2%
+2,060.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -5.0% |
| 7D | +3.6% | +0.9% | +2.6% | +2.9% |
| 30D | +22.3% | -16.6% | +39.0% | +50.1% |
| 3M | -8.2% | -10.9% | +2.7% | +13.9% |
| 6M | +256.3% | +78.0% | +178.3% | +86.9% |
| YTD | +534.4% | +77.2% | +457.2% | +236.6% |
| 1Y | +2,163.5% | +207.6% | +1,955.9% | +543.2% |
| All | +2,423.9% | +363.2% | +2,060.7% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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