-80.9%
FIG vs MUB
+3.4%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -1.9% |
| 7D | -14.5% | -0.7% | -13.7% | -12.9% |
| 30D | -13.3% | -2.0% | -11.3% | -8.8% |
| 3M | +7.4% | -2.5% | +10.0% | +13.0% |
| 6M | -27.8% | -2.3% | -25.5% | -22.3% |
| YTD | -41.1% | -1.3% | -39.8% | -38.8% |
| 1Y | -58.7% | +1.1% | -59.8% | -58.8% |
| All | -80.9% | +3.4% | -84.4% | -83.5% |
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