-32.4%
MOS vs MUB
+3.3%
-35.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +21.6% | +0.7% | +20.9% | +21.0% |
| 30D | +12.0% | +4.4% | +7.6% | +9.0% |
| 3M | -3.9% | -0.2% | -3.7% | -3.8% |
| 6M | -3.3% | -0.6% | -2.7% | -3.0% |
| YTD | -4.6% | +0.3% | -5.0% | -4.8% |
| 1Y | -7.0% | +0.8% | -7.7% | -7.3% |
| 3Y | -24.4% | +12.0% | -36.4% | -26.7% |
| All | -32.4% | +3.3% | -35.7% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling