-23.7%
FPS vs MUB
-1.5%
-22.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.4% |
| 7D | +13.6% | -1.3% | +14.8% | +15.6% |
| 30D | -32.4% | +2.2% | -34.5% | -35.6% |
| 3M | -41.1% | -1.6% | -39.5% | -31.8% |
| 6M | -51.4% | -1.3% | -50.1% | -44.0% |
| All | -23.7% | -1.5% | -22.2% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling