-79.1%
FIG vs MUB
+4.0%
-83.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | -0.9% | -15.5% | -14.5% |
| 30D | -14.3% | -1.4% | -12.9% | -11.2% |
| 3M | +7.2% | -2.2% | +9.3% | +11.3% |
| 6M | -18.6% | -1.9% | -16.7% | -13.5% |
| YTD | -35.5% | -0.8% | -34.7% | -33.9% |
| 1Y | -55.8% | +2.7% | -58.5% | -58.2% |
| All | -79.1% | +4.0% | -83.1% | -82.1% |
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