+15.4%
AUR vs MUB
+0.2%
+15.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | 0.0% |
| 7D | +1.4% | -0.8% | +2.2% | +4.5% |
| 30D | -6.4% | -2.4% | -4.0% | +2.6% |
| 3M | +7.7% | -2.8% | +10.5% | +20.3% |
| 6M | +44.5% | -2.2% | +46.7% | +56.9% |
| YTD | +67.4% | -1.6% | +69.0% | +82.9% |
| 1Y | +15.4% | 0.0% | +15.4% | +30.8% |
| All | +15.4% | +0.2% | +15.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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