+295.8%
FTI vs MUB
+17.2%
+278.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | +1.5% | -2.4% | +3.9% | +3.1% |
| 3M | +8.2% | -2.8% | +11.0% | +10.3% |
| 6M | +18.8% | -2.2% | +21.1% | +20.5% |
| YTD | +71.7% | -1.6% | +73.3% | +73.4% |
| 1Y | +90.0% | 0.0% | +90.0% | +89.6% |
| 3Y | +270.5% | +7.9% | +262.6% | +248.1% |
| 5Y | +1,084.5% | +1.2% | +1,083.3% | +1,081.3% |
| All | +295.8% | +17.2% | +278.6% | +379.8% |
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