+805.9%
MSI vs MUB
+76.3%
+729.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | -0.9% | -2.8% | -3.2% |
| 30D | +6.8% | -1.4% | +8.2% | +7.7% |
| 3M | +14.3% | -2.2% | +16.5% | +15.8% |
| 6M | -1.6% | -1.9% | +0.3% | -0.5% |
| YTD | +22.8% | -0.8% | +23.6% | +23.4% |
| 1Y | -1.1% | +2.7% | -3.8% | -2.6% |
| 3Y | +70.5% | +8.6% | +61.9% | +62.7% |
| 5Y | +102.8% | +2.0% | +100.8% | +100.0% |
| 10Y | +597.4% | +17.9% | +579.5% | +554.7% |
| All | +805.9% | +76.3% | +729.6% | +574.0% |
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 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