-22.5%
GIS vs MUB
-0.2%
-22.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +3.0% |
| 7D | -3.4% | -1.3% | -2.1% | -1.3% |
| 30D | +6.9% | +2.2% | +4.7% | +3.9% |
| 3M | -10.1% | -1.6% | -8.5% | -5.8% |
| 6M | +5.9% | -1.3% | +7.1% | +10.1% |
| YTD | -21.1% | -0.7% | -20.4% | -17.2% |
| 1Y | -22.5% | -0.2% | -22.3% | -19.0% |
| All | -22.5% | -0.2% | -22.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling