-2.1%
MA vs MUB
+2.0%
-4.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | +1.4% | -1.5% | +3.0% | +2.1% |
| 3M | +17.7% | -1.9% | +19.7% | +18.7% |
| 6M | +9.7% | -1.7% | +11.4% | +10.5% |
| YTD | +0.5% | -0.8% | +1.3% | +0.2% |
| 1Y | -2.1% | +1.5% | -3.6% | -6.4% |
| All | -2.1% | +2.0% | -4.0% | -6.4% |
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