+191.0%
MAGS vs MUB
+6.2%
+184.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +0.8% | -0.7% | +1.5% | +1.4% |
| 30D | +0.4% | -2.0% | +2.4% | +2.2% |
| 3M | +5.6% | -2.5% | +8.1% | +8.0% |
| 6M | +12.3% | -2.3% | +14.7% | +14.6% |
| YTD | +5.1% | -1.3% | +6.4% | +6.5% |
| 1Y | +14.0% | +1.1% | +12.8% | +13.8% |
| 3Y | +129.4% | +8.2% | +121.2% | +113.3% |
| All | +191.0% | +6.2% | +184.8% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling