+565.2%
FLEX vs MUB
+20.8%
+544.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | -19.3% | +0.7% | -20.0% | -20.0% |
| 30D | -41.5% | +4.4% | -45.9% | -44.6% |
| 3M | -43.1% | -0.2% | -42.9% | -43.1% |
| 6M | -48.2% | -0.6% | -47.6% | -47.8% |
| YTD | +15.5% | +0.3% | +15.1% | +15.4% |
| 1Y | +10.2% | +0.8% | +9.5% | +9.6% |
| 3Y | +256.8% | +12.0% | +244.8% | +210.9% |
| 5Y | +408.2% | +3.4% | +404.8% | +385.7% |
| All | +565.2% | +20.8% | +544.4% | +592.1% |
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 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