-80.3%
FIG vs MUB
+4.0%
-84.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -16.4% | -0.3% | -16.1% | -15.7% |
| 30D | -2.3% | -1.5% | -0.8% | +1.5% |
| 3M | +7.8% | -1.9% | +9.8% | +11.8% |
| 6M | -21.8% | -1.7% | -20.1% | -17.4% |
| YTD | -39.1% | -0.8% | -38.3% | -37.6% |
| 1Y | -56.6% | +1.5% | -58.1% | -57.2% |
| All | -80.3% | +4.0% | -84.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling