+27.0%
BROS vs MUB
+2.0%
+25.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.7% | -0.9% | -5.8% | -4.7% |
| 30D | -29.1% | -1.4% | -27.7% | -26.5% |
| 3M | -16.7% | -2.2% | -14.5% | -12.2% |
| 6M | -11.6% | -1.9% | -9.7% | -7.3% |
| YTD | -23.9% | -0.8% | -23.1% | -22.1% |
| 1Y | -34.8% | +2.7% | -37.5% | -38.2% |
| 3Y | +62.1% | +8.6% | +53.5% | +31.7% |
| All | +27.0% | +2.0% | +25.0% | +3.8% |
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 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