+2,370.8%
MSFT vs MUB
+76.3%
+2,294.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.3% |
| 30D | +2.7% | -1.4% | +4.1% | +3.5% |
| 3M | +17.0% | -2.2% | +19.1% | +18.3% |
| 6M | +23.8% | -1.9% | +25.7% | +25.1% |
| YTD | +4.0% | -0.8% | +4.8% | +4.4% |
| 1Y | -0.8% | +2.7% | -3.6% | -2.2% |
| 3Y | +55.6% | +8.6% | +47.0% | +48.8% |
| 5Y | +72.9% | +2.0% | +70.9% | +70.0% |
| 10Y | +875.8% | +17.9% | +857.9% | +826.5% |
| All | +2,370.8% | +76.3% | +2,294.5% | +1,989.4% |
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