+424.3%
MS vs MUB
+76.3%
+348.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -0.9% | +2.2% | +2.2% |
| 30D | -0.3% | -1.4% | +1.2% | +1.1% |
| 3M | +0.3% | -2.2% | +2.4% | +2.4% |
| 6M | +31.3% | -1.9% | +33.2% | +33.8% |
| YTD | +24.7% | -0.8% | +25.4% | +25.7% |
| 1Y | +47.9% | +2.7% | +45.2% | +44.3% |
| 3Y | +178.3% | +8.6% | +169.8% | +156.9% |
| 5Y | +144.9% | +2.0% | +142.8% | +139.3% |
| 10Y | +804.5% | +17.9% | +786.6% | +693.6% |
| All | +424.3% | +76.3% | +348.0% | +110.6% |
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 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