+140.2%
MAS vs MUB
+17.9%
+122.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | -0.8% | -0.9% | +0.1% | +0.7% |
| 30D | -5.6% | -1.4% | -4.1% | -3.3% |
| 3M | +4.4% | -2.2% | +6.6% | +8.4% |
| 6M | +7.2% | -1.9% | +9.1% | +11.0% |
| YTD | +16.1% | -0.8% | +16.9% | +18.3% |
| 1Y | +0.1% | +2.7% | -2.6% | -3.2% |
| 3Y | +28.3% | +8.6% | +19.7% | +14.9% |
| 5Y | +30.5% | +2.0% | +28.4% | +25.7% |
| All | +140.2% | +17.9% | +122.2% | +129.1% |
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