+2,417.1%
MSCI vs MUB
+74.4%
+2,342.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | +0.6% | -1.4% | +2.0% | +1.6% |
| 3M | -7.1% | -2.2% | -4.9% | -5.6% |
| 6M | +0.8% | -1.9% | +2.7% | +2.2% |
| YTD | +1.0% | -0.8% | +1.8% | +1.6% |
| 1Y | +4.3% | +2.7% | +1.6% | +2.5% |
| 3Y | +9.9% | +8.6% | +1.4% | +4.3% |
| 5Y | -6.8% | +2.0% | -8.8% | -8.7% |
| 10Y | +614.7% | +17.9% | +596.7% | +571.3% |
| All | +2,417.1% | +74.4% | +2,342.7% | +1,985.1% |
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