+139.5%
TSM vs MUU
+2,789.9%
-2,650.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.8% |
| 7D | +4.8% | +15.0% | -10.3% | +2.1% |
| 30D | +4.0% | +36.8% | -32.8% | -2.3% |
| 3M | +2.0% | -8.5% | +10.5% | -3.0% |
| 6M | +25.5% | +320.7% | -295.2% | -18.0% |
| YTD | +44.0% | +599.7% | -555.7% | -18.2% |
| 1Y | +75.4% | +2,569.2% | -2,493.8% | -29.6% |
| All | +139.5% | +2,789.9% | -2,650.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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