+67.5%
MAS vs MUB
+11.0%
+56.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +4.5% |
| 7D | +14.2% | +0.6% | +13.6% | +12.5% |
| 30D | +26.8% | +3.2% | +23.6% | +16.8% |
| 3M | +13.1% | -1.1% | +14.2% | +17.0% |
| 6M | +27.9% | -1.1% | +29.1% | +33.1% |
| YTD | +38.7% | -0.5% | +39.1% | +42.6% |
| 1Y | +40.4% | 0.0% | +40.4% | +43.1% |
| All | +67.5% | +11.0% | +56.5% | +26.2% |
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