+2,210.7%
COST vs MUB
+76.3%
+2,134.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -4.0% | -1.5% | -2.4% | -3.4% |
| 3M | -6.5% | -1.9% | -4.5% | -5.8% |
| 6M | -8.5% | -1.7% | -6.8% | -8.0% |
| YTD | +6.0% | -0.8% | +6.8% | +6.3% |
| 1Y | -5.8% | +1.5% | -7.3% | -6.4% |
| 3Y | +71.8% | +8.8% | +63.1% | +66.4% |
| 5Y | +106.2% | +2.0% | +104.2% | +103.5% |
| 10Y | +602.0% | +18.0% | +584.1% | +572.4% |
| All | +2,210.7% | +76.3% | +2,134.4% | +1,876.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling