+22.6%
BROS vs MUB
+1.5%
+21.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.8% |
| 7D | -6.6% | -0.7% | -5.9% | -5.0% |
| 30D | -12.3% | -2.0% | -10.4% | -8.1% |
| 3M | -22.2% | -2.5% | -19.7% | -17.2% |
| 6M | -14.3% | -2.3% | -11.9% | -9.1% |
| YTD | -26.6% | -1.3% | -25.3% | -23.9% |
| 1Y | -31.5% | +1.1% | -32.6% | -32.6% |
| 3Y | +62.3% | +8.2% | +54.0% | +32.7% |
| All | +22.6% | +1.5% | +21.1% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling