-67.0%
ETSY vs MUB
+0.7%
-67.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +2.5% |
| 7D | -12.7% | -1.2% | -11.5% | -9.8% |
| 30D | -9.9% | -2.8% | -7.2% | -2.9% |
| 3M | +4.2% | -3.1% | +7.2% | +13.3% |
| 6M | +34.2% | -2.9% | +37.1% | +45.5% |
| YTD | +29.1% | -2.0% | +31.2% | +37.1% |
| 1Y | +23.8% | 0.0% | +23.8% | +25.0% |
| 3Y | +6.6% | +7.4% | -0.8% | -12.5% |
| 5Y | -67.0% | +0.8% | -67.8% | -71.0% |
| All | -67.0% | +0.7% | -67.7% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling