+181.3%
MS vs MUB
+8.6%
+172.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -0.9% | +2.2% | +2.1% |
| 30D | -0.3% | -1.4% | +1.2% | +1.0% |
| 3M | +0.3% | -2.2% | +2.4% | +2.2% |
| 6M | +31.3% | -1.9% | +33.2% | +33.5% |
| YTD | +24.7% | -0.8% | +25.4% | +25.7% |
| 1Y | +47.9% | +2.7% | +45.2% | +45.7% |
| All | +181.3% | +8.6% | +172.7% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling