+222.1%
MAS vs MUB
+20.3%
+201.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -4.2% |
| 7D | +4.6% | +0.9% | +3.6% | +3.0% |
| 30D | +19.9% | +3.8% | +16.1% | +12.9% |
| 3M | +8.9% | -0.7% | +9.6% | +10.2% |
| 6M | +20.2% | -0.8% | +20.9% | +22.1% |
| YTD | +33.9% | 0.0% | +33.9% | +34.8% |
| 1Y | +34.7% | +0.6% | +34.0% | +34.3% |
| 3Y | +60.4% | +11.4% | +49.0% | +38.5% |
| 5Y | +43.5% | +3.1% | +40.4% | +36.2% |
| All | +222.1% | +20.3% | +201.7% | +183.0% |
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