+487.5%
MAS vs MUB
+76.8%
+410.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.3% |
| 7D | +14.2% | +0.6% | +13.6% | +13.7% |
| 30D | +26.8% | +3.2% | +23.6% | +24.0% |
| 3M | +13.1% | -1.1% | +14.2% | +14.1% |
| 6M | +27.9% | -1.1% | +29.1% | +29.2% |
| YTD | +38.7% | -0.5% | +39.1% | +39.6% |
| 1Y | +40.4% | 0.0% | +40.4% | +40.9% |
| 3Y | +66.1% | +10.9% | +55.2% | +57.0% |
| 5Y | +47.4% | +2.9% | +44.6% | +44.0% |
| 10Y | +238.3% | +19.7% | +218.6% | +220.4% |
| All | +487.5% | +76.8% | +410.7% | +427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling