-16.2%
MOS vs MUB
+76.3%
-92.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -0.9% | +10.4% | +9.9% |
| 30D | +10.4% | -1.4% | +11.8% | +11.0% |
| 3M | +12.9% | -2.2% | +15.0% | +13.9% |
| 6M | +1.2% | -1.9% | +3.1% | +2.0% |
| YTD | +9.3% | -0.8% | +10.1% | +9.7% |
| 1Y | -18.0% | +2.7% | -20.7% | -18.8% |
| 3Y | -29.0% | +8.6% | -37.6% | -31.0% |
| 5Y | -9.6% | +2.0% | -11.6% | -10.4% |
| 10Y | +6.1% | +17.9% | -11.9% | +5.7% |
| All | -16.2% | +76.3% | -92.5% | -13.7% |
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