-22.1%
BA vs MUB
+3.5%
-25.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.2% |
| 30D | -7.9% | +4.4% | -12.3% | -12.7% |
| 3M | -25.3% | -0.2% | -25.2% | -25.2% |
| 6M | -24.6% | -0.6% | -24.0% | -23.9% |
| YTD | -20.1% | +0.3% | -20.5% | -20.1% |
| 1Y | -11.8% | +0.8% | -12.5% | -12.1% |
| 3Y | -10.1% | +12.0% | -22.1% | -22.1% |
| All | -22.1% | +3.5% | -25.6% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling