+4,816.2%
MA vs MUB
+76.3%
+4,739.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.3% |
| 30D | +1.5% | -1.4% | +2.9% | +2.3% |
| 3M | +20.4% | -2.2% | +22.6% | +21.8% |
| 6M | +11.1% | -1.9% | +13.0% | +12.3% |
| YTD | +2.0% | -0.8% | +2.7% | +2.4% |
| 1Y | -2.2% | +2.7% | -4.9% | -3.6% |
| 3Y | +41.9% | +8.6% | +33.3% | +35.7% |
| 5Y | +75.4% | +2.0% | +73.3% | +72.6% |
| 10Y | +527.5% | +17.9% | +509.6% | +493.0% |
| All | +4,816.2% | +76.3% | +4,739.9% | +4,218.9% |
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 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