+215.9%
MAS vs MUB
+20.8%
+195.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.1% |
| 7D | +2.0% | +0.7% | +1.3% | +0.8% |
| 30D | +19.4% | +4.4% | +15.0% | +11.3% |
| 3M | +9.4% | -0.2% | +9.6% | +9.8% |
| 6M | +15.3% | -0.6% | +15.9% | +16.9% |
| YTD | +31.3% | +0.3% | +31.0% | +31.4% |
| 1Y | +34.9% | +0.8% | +34.1% | +34.1% |
| 3Y | +58.6% | +12.0% | +46.6% | +35.7% |
| 5Y | +40.7% | +3.4% | +37.3% | +32.8% |
| All | +215.9% | +20.8% | +195.1% | +175.9% |
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 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