+13.9%
MS vs MUB
-0.1%
+13.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | +0.1% |
| 7D | +3.7% | -0.8% | +4.5% | +4.6% |
| 30D | +2.0% | +2.4% | -0.4% | -1.0% |
| 3M | -12.6% | -1.1% | -11.4% | -8.5% |
| 6M | -0.3% | -1.0% | +0.7% | +4.3% |
| YTD | +9.0% | -0.3% | +9.3% | +12.1% |
| 1Y | +13.9% | 0.0% | +13.9% | +16.6% |
| All | +13.9% | -0.1% | +13.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling