+677.7%
GS vs MUB
+76.3%
+601.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | -1.6% | -1.4% | -0.2% | -0.8% |
| 3M | -4.5% | -2.2% | -2.3% | -3.3% |
| 6M | +20.9% | -1.9% | +22.8% | +22.2% |
| YTD | +19.9% | -0.8% | +20.7% | +20.5% |
| 1Y | +41.4% | +2.7% | +38.7% | +39.6% |
| 3Y | +239.2% | +8.6% | +230.6% | +225.1% |
| 5Y | +185.0% | +2.0% | +183.0% | +180.8% |
| 10Y | +655.0% | +17.9% | +637.0% | +623.3% |
| All | +677.7% | +76.3% | +601.4% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling