+578.8%
MS vs MUB
+21.2%
+557.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.0% |
| 7D | +0.7% | +1.0% | -0.3% | -0.4% |
| 30D | -0.9% | +3.9% | -4.8% | -5.1% |
| 3M | -13.0% | -0.4% | -12.6% | -12.6% |
| 6M | -2.0% | -0.6% | -1.4% | -1.3% |
| YTD | +7.8% | +0.4% | +7.4% | +7.4% |
| 1Y | +17.9% | +0.8% | +17.0% | +16.9% |
| 3Y | +174.8% | +11.3% | +163.5% | +140.8% |
| 5Y | +119.9% | +3.4% | +116.4% | +110.7% |
| 10Y | +578.8% | +21.9% | +556.9% | +778.0% |
| All | +578.8% | +21.2% | +557.6% | +778.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling