-19.6%
MSFU vs MUB
+2.9%
-22.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.7% | -0.9% | -4.8% | -4.5% |
| 30D | +4.2% | -1.4% | +5.6% | +6.4% |
| 3M | +27.9% | -2.2% | +30.1% | +31.5% |
| 6M | +37.1% | -1.9% | +39.0% | +37.3% |
| YTD | -7.4% | -0.8% | -6.6% | -6.5% |
| 1Y | -19.6% | +2.7% | -22.3% | -12.6% |
| All | -19.6% | +2.9% | -22.5% | -12.6% |
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