+424.2%
FERG vs MUB
+21.8%
+402.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | -1.3% | +11.0% | +10.1% |
| 30D | +15.0% | +2.2% | +12.9% | +14.5% |
| 3M | +3.8% | -1.6% | +5.4% | +4.1% |
| 6M | +10.6% | -1.3% | +11.9% | +10.9% |
| YTD | +17.0% | -0.7% | +17.6% | +17.2% |
| 1Y | +7.1% | -0.2% | +7.3% | +7.3% |
| 3Y | +67.7% | +9.6% | +58.1% | +68.5% |
| 5Y | +76.4% | +2.6% | +73.9% | +70.3% |
| All | +424.2% | +21.8% | +402.4% | +445.7% |
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