+1,208.8%
MTSI vs MUB
+38.5%
+1,170.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | +1.4% | -0.9% | +2.2% | +2.1% |
| 30D | +2.1% | -1.4% | +3.5% | +3.3% |
| 3M | -29.7% | -2.2% | -27.6% | -28.4% |
| 6M | +12.5% | -1.9% | +14.4% | +14.5% |
| YTD | +57.0% | -0.8% | +57.8% | +58.4% |
| 1Y | +103.9% | +2.7% | +101.2% | +100.2% |
| 3Y | +223.6% | +8.6% | +215.0% | +203.4% |
| 5Y | +321.6% | +2.0% | +319.5% | +311.0% |
| 10Y | +517.7% | +17.9% | +499.8% | +504.1% |
| All | +1,208.8% | +38.5% | +1,170.2% | +1,242.6% |
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 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