+27.5%
MSI vs MUB
+0.1%
+27.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.7% |
| 7D | +2.8% | +0.6% | +2.2% | +2.1% |
| 30D | +9.1% | +3.2% | +5.9% | +5.1% |
| 3M | +12.5% | -1.1% | +13.6% | +14.6% |
| 6M | +14.2% | -1.1% | +15.3% | +16.3% |
| YTD | +30.7% | -0.5% | +31.2% | +34.7% |
| 1Y | +27.5% | 0.0% | +27.6% | +31.7% |
| All | +27.5% | +0.1% | +27.4% | +31.7% |
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