+9.6%
MUB vs AGI
+127.5%
-117.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.3% | -10.1% | +8.8% | -1.1% |
| 30D | +2.2% | -6.5% | +8.7% | +2.3% |
| 3M | -1.6% | -12.8% | +11.2% | -1.4% |
| 6M | -1.3% | -34.3% | +33.0% | -0.7% |
| YTD | -0.7% | -25.6% | +25.0% | -0.4% |
| 1Y | -0.2% | -14.2% | +14.0% | -0.2% |
| 3Y | +9.6% | +127.3% | -117.6% | +5.6% |
| All | +9.6% | +127.5% | -117.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling