+392.0%
MAS vs MUB
+76.3%
+315.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | -5.6% | -1.4% | -4.1% | -4.6% |
| 3M | +4.4% | -2.2% | +6.6% | +6.2% |
| 6M | +7.2% | -1.9% | +9.1% | +8.9% |
| YTD | +16.1% | -0.8% | +16.9% | +17.1% |
| 1Y | +0.1% | +2.7% | -2.6% | -1.3% |
| 3Y | +28.3% | +8.6% | +19.7% | +22.7% |
| 5Y | +30.5% | +2.0% | +28.4% | +27.9% |
| 10Y | +139.1% | +17.9% | +121.2% | +126.9% |
| All | +392.0% | +76.3% | +315.7% | +342.7% |
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