+5.6%
MSCI vs MUB
+2.8%
+2.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.1% |
| 7D | -0.7% | -0.8% | +0.1% | +0.7% |
| 30D | +16.2% | +2.4% | +13.7% | +11.7% |
| 3M | +16.1% | -1.1% | +17.2% | +18.4% |
| 6M | +12.9% | -1.0% | +13.9% | +14.9% |
| YTD | +14.8% | -0.3% | +15.1% | +15.6% |
| 1Y | +13.8% | 0.0% | +13.8% | +14.0% |
| 3Y | +31.2% | +10.2% | +21.1% | +9.7% |
| 5Y | +5.6% | +2.9% | +2.6% | -11.3% |
| All | +5.6% | +2.8% | +2.8% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling