+185.7%
GS vs MUB
+2.2%
+183.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.9% | +1.8% | +1.8% |
| 30D | -1.6% | -1.4% | -0.2% | -0.3% |
| 3M | -4.5% | -2.2% | -2.3% | -2.5% |
| 6M | +20.9% | -1.9% | +22.8% | +23.1% |
| YTD | +19.9% | -0.8% | +20.7% | +21.0% |
| 1Y | +41.4% | +2.7% | +38.7% | +39.1% |
| 3Y | +239.2% | +8.6% | +230.6% | +213.5% |
| All | +185.7% | +2.2% | +183.5% | +135.9% |
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