-8.1%
BROS vs MUB
+2.5%
-10.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -1.9% |
| 7D | -2.5% | -0.8% | -1.7% | -0.6% |
| 30D | -11.2% | +2.4% | -13.7% | -16.2% |
| 3M | -33.9% | -1.1% | -32.8% | -32.2% |
| 6M | -33.5% | -1.0% | -32.5% | -31.8% |
| YTD | -44.9% | -0.3% | -44.6% | -44.3% |
| 1Y | -41.5% | 0.0% | -41.5% | -41.2% |
| 3Y | +22.4% | +10.2% | +12.3% | -4.6% |
| 5Y | -45.7% | +2.9% | -48.6% | -58.8% |
| All | -8.1% | +2.5% | -10.6% | -25.8% |
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 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