-40.9%
FIS vs MUB
+17.4%
-58.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.8% |
| 7D | -9.1% | -0.7% | -8.4% | -8.3% |
| 30D | -10.4% | -2.0% | -8.5% | -8.2% |
| 3M | -3.7% | -2.5% | -1.2% | -0.6% |
| 6M | -24.8% | -2.3% | -22.4% | -22.6% |
| YTD | -41.6% | -1.3% | -40.3% | -40.6% |
| 1Y | -42.7% | +1.1% | -43.9% | -43.5% |
| 3Y | -26.2% | +8.2% | -34.4% | -33.2% |
| 5Y | -66.1% | +1.5% | -67.6% | -66.8% |
| 10Y | -40.9% | +17.6% | -58.4% | -43.2% |
| All | -40.9% | +17.4% | -58.3% | -43.2% |
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 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