+141.5%
TSM vs MUU
+2,639.0%
-2,497.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.9% |
| 7D | +6.0% | +13.9% | -7.9% | +3.5% |
| 30D | +4.5% | +24.8% | -20.3% | -0.2% |
| 3M | +3.1% | -15.7% | +18.8% | -0.4% |
| 6M | +30.2% | +338.9% | -308.7% | -15.7% |
| YTD | +45.2% | +563.2% | -517.9% | -16.7% |
| 1Y | +79.6% | +2,577.5% | -2,497.9% | -28.2% |
| All | +141.5% | +2,639.0% | -2,497.5% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling