+128.6%
MAGS vs MUB
+8.8%
+119.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | -0.3% | +1.5% | +1.5% |
| 30D | -0.1% | -1.5% | +1.4% | +1.4% |
| 3M | +3.8% | -1.9% | +5.8% | +5.8% |
| 6M | +13.2% | -1.7% | +15.0% | +15.1% |
| YTD | +4.7% | -0.8% | +5.5% | +5.7% |
| 1Y | +14.4% | +1.5% | +12.9% | +13.8% |
| 3Y | +128.6% | +8.8% | +119.8% | +106.6% |
| All | +128.6% | +8.8% | +119.8% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling