+342.0%
MS vs MUB
+77.6%
+264.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.4% | -6.3% |
| 7D | -3.4% | +0.9% | -4.3% | -4.2% |
| 30D | -3.9% | +3.8% | -7.7% | -7.2% |
| 3M | -15.9% | -0.7% | -15.2% | -15.4% |
| 6M | -2.5% | -0.8% | -1.7% | -1.7% |
| YTD | +5.1% | 0.0% | +5.1% | +5.2% |
| 1Y | +13.0% | +0.6% | +12.3% | +12.4% |
| 3Y | +160.7% | +11.4% | +149.3% | +134.7% |
| 5Y | +114.0% | +3.1% | +111.0% | +107.2% |
| 10Y | +637.5% | +20.2% | +617.2% | +536.2% |
| All | +342.0% | +77.6% | +264.4% | +76.2% |
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