+25.1%
BROS vs MUB
+2.0%
+23.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.2% |
| 30D | -13.5% | -1.5% | -11.9% | -10.2% |
| 3M | -18.4% | -1.9% | -16.5% | -14.4% |
| 6M | -10.6% | -1.7% | -8.9% | -6.6% |
| YTD | -25.1% | -0.8% | -24.3% | -23.3% |
| 1Y | -28.6% | +1.5% | -30.1% | -30.4% |
| 3Y | +65.6% | +8.8% | +56.8% | +33.8% |
| All | +25.1% | +2.0% | +23.1% | +2.2% |
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