-4.6%
BROS vs MUB
+3.3%
-7.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.4% |
| 7D | -20.4% | +0.4% | -20.9% | -21.4% |
| 30D | -6.1% | +3.9% | -10.0% | -14.2% |
| 3M | -29.4% | -0.2% | -29.1% | -29.0% |
| 6M | -31.5% | -0.4% | -31.2% | -30.8% |
| YTD | -42.8% | +0.5% | -43.3% | -43.3% |
| 1Y | -37.5% | +0.7% | -38.2% | -38.1% |
| 3Y | +27.2% | +11.1% | +16.1% | -2.7% |
| 5Y | -47.0% | +3.7% | -50.7% | -60.4% |
| All | -4.6% | +3.3% | -7.9% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling