+157.4%
GS vs MUB
+2.9%
+154.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.0% |
| 30D | +1.7% | +3.4% | -1.8% | -1.5% |
| 3M | -11.6% | -0.7% | -10.9% | -11.0% |
| 6M | -1.9% | -1.0% | -0.9% | -0.9% |
| YTD | +5.1% | 0.0% | +5.1% | +5.4% |
| 1Y | +16.4% | +0.4% | +16.0% | +16.4% |
| 3Y | +199.0% | +10.5% | +188.5% | +172.6% |
| 5Y | +157.4% | +3.1% | +154.3% | +112.5% |
| All | +157.4% | +2.9% | +154.5% | +112.5% |
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 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