+2,715.8%
MSCI vs MUB
+75.9%
+2,640.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.8% | +0.7% | +2.1% | +2.3% |
| 30D | +15.4% | +4.4% | +11.1% | +12.0% |
| 3M | +13.4% | -0.4% | +13.8% | +13.8% |
| 6M | +10.9% | -0.9% | +11.8% | +11.6% |
| YTD | +13.0% | +0.1% | +12.9% | +13.0% |
| 1Y | +12.0% | +0.5% | +11.5% | +11.7% |
| 3Y | +34.1% | +11.7% | +22.4% | +24.8% |
| 5Y | +3.9% | +3.2% | +0.7% | +1.0% |
| 10Y | +802.0% | +20.3% | +781.7% | +741.5% |
| All | +2,715.8% | +75.9% | +2,640.0% | +2,218.9% |
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