-9.6%
MOS vs MUB
+2.2%
-11.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -0.9% | +10.4% | +10.0% |
| 30D | +10.4% | -1.4% | +11.8% | +11.2% |
| 3M | +12.9% | -2.2% | +15.0% | +14.1% |
| 6M | +1.2% | -1.9% | +3.1% | +2.1% |
| YTD | +9.3% | -0.8% | +10.1% | +9.9% |
| 1Y | -18.0% | +2.7% | -20.7% | -18.7% |
| 3Y | -29.0% | +8.6% | -37.6% | -30.7% |
| All | -9.6% | +2.2% | -11.8% | -32.1% |
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