+140.4%
EFA vs MUB
+16.7%
+123.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | 0.0% |
| 7D | -2.4% | -1.2% | -1.1% | -1.0% |
| 30D | -2.2% | -2.8% | +0.5% | +0.9% |
| 3M | +5.7% | -3.1% | +8.7% | +9.5% |
| 6M | +8.2% | -2.9% | +11.0% | +11.9% |
| YTD | +11.8% | -2.0% | +13.8% | +14.6% |
| 1Y | +18.3% | 0.0% | +18.3% | +18.7% |
| 3Y | +64.9% | +7.4% | +57.5% | +53.1% |
| 5Y | +52.4% | +0.8% | +51.6% | +50.8% |
| All | +140.4% | +16.7% | +123.7% | +134.8% |
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