+3.8%
MUB vs AS
+123.4%
-119.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -1.3% | -4.9% | +3.6% | -1.2% |
| 30D | +2.2% | +3.9% | -1.7% | +2.1% |
| 3M | -1.6% | -9.6% | +8.0% | -1.5% |
| 6M | -1.3% | -8.7% | +7.4% | -1.2% |
| YTD | -0.7% | -19.8% | +19.2% | -0.5% |
| 1Y | -0.2% | -1.5% | +1.3% | -0.2% |
| All | +3.8% | +123.4% | -119.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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