+189.1%
MAGS vs MUB
+7.2%
+181.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | +3.0% | -0.8% | +3.8% | +3.7% |
| 30D | -7.3% | +2.4% | -9.7% | -9.2% |
| 3M | +1.7% | -1.1% | +2.8% | +2.8% |
| 6M | -0.4% | -1.0% | +0.6% | +0.7% |
| YTD | +4.4% | -0.3% | +4.7% | +5.0% |
| 1Y | +5.1% | 0.0% | +5.1% | +5.5% |
| 3Y | +122.6% | +10.2% | +112.5% | +105.3% |
| All | +189.1% | +7.2% | +181.8% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling