+72.2%
MSFU vs MUB
+11.6%
+60.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.2% | -0.3% | -2.9% | -2.8% |
| 30D | -3.1% | -1.5% | -1.6% | -1.3% |
| 3M | +35.3% | -1.9% | +37.2% | +38.5% |
| 6M | +31.6% | -1.7% | +33.3% | +34.3% |
| YTD | -9.5% | -0.8% | -8.7% | -8.6% |
| 1Y | -18.4% | +1.5% | -19.9% | -19.6% |
| 3Y | +26.9% | +8.8% | +18.2% | +12.0% |
| All | +72.2% | +11.6% | +60.6% | +41.9% |
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 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