+868.6%
MSFT vs MUB
+17.9%
+850.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | -1.0% | -1.5% | +0.5% | +0.6% |
| 3M | +20.2% | -1.9% | +22.1% | +22.7% |
| 6M | +21.3% | -1.7% | +23.0% | +23.5% |
| YTD | +2.8% | -0.8% | +3.6% | +3.7% |
| 1Y | 0.0% | +1.5% | -1.5% | -1.6% |
| 3Y | +51.2% | +8.8% | +42.5% | +36.7% |
| 5Y | +71.4% | +2.0% | +69.4% | +66.7% |
| 10Y | +868.6% | +18.0% | +850.6% | +840.3% |
| All | +868.6% | +17.9% | +850.8% | +840.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling