+467.3%
MAS vs MUB
+77.6%
+389.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.8% |
| 7D | +4.6% | +0.9% | +3.6% | +3.8% |
| 30D | +19.9% | +3.8% | +16.1% | +16.7% |
| 3M | +8.9% | -0.7% | +9.6% | +9.5% |
| 6M | +20.2% | -0.8% | +20.9% | +21.0% |
| YTD | +33.9% | 0.0% | +33.9% | +34.3% |
| 1Y | +34.7% | +0.6% | +34.0% | +34.5% |
| 3Y | +60.4% | +11.4% | +49.0% | +51.1% |
| 5Y | +43.5% | +3.1% | +40.4% | +39.8% |
| 10Y | +226.7% | +20.2% | +206.5% | +208.4% |
| All | +467.3% | +77.6% | +389.7% | +407.8% |
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