-3.5%
MSFU vs MUB
+0.1%
-3.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.4% | +13.0% | +12.6% |
| 7D | +8.2% | +0.6% | +7.6% | +7.2% |
| 30D | +10.2% | +3.2% | +7.0% | +4.7% |
| 3M | +22.9% | -1.1% | +23.9% | +27.0% |
| 6M | +63.2% | -1.1% | +64.3% | +68.4% |
| YTD | +11.7% | -0.5% | +12.2% | +11.8% |
| 1Y | -3.5% | 0.0% | -3.5% | -3.0% |
| All | -3.5% | +0.1% | -3.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling