+41.4%
GS vs MUB
+2.9%
+38.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.9% | +1.8% | +3.0% |
| 30D | -1.6% | -1.4% | -0.2% | +1.7% |
| 3M | -4.5% | -2.2% | -2.3% | +0.6% |
| 6M | +20.9% | -1.9% | +22.8% | +25.0% |
| YTD | +19.9% | -0.8% | +20.7% | +23.5% |
| 1Y | +41.4% | +2.7% | +38.7% | +48.5% |
| All | +41.4% | +2.9% | +38.5% | +48.5% |
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