+142.0%
EFA vs MUB
+76.5%
+65.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +2.2% | -1.3% | +3.5% | +3.0% |
| 30D | +1.4% | +2.2% | -0.8% | +0.2% |
| 3M | -4.2% | -1.6% | -2.5% | -3.3% |
| 6M | +1.9% | -1.3% | +3.2% | +2.7% |
| YTD | +10.2% | -0.7% | +10.9% | +10.7% |
| 1Y | +12.8% | -0.2% | +13.0% | +13.0% |
| 3Y | +65.2% | +9.6% | +55.6% | +58.1% |
| 5Y | +49.8% | +2.6% | +47.3% | +47.3% |
| 10Y | +145.2% | +21.5% | +123.7% | +132.9% |
| All | +142.0% | +76.5% | +65.5% | +98.4% |
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