+3.7%
MUB vs BTSG
+382.3%
-378.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.7% |
| 7D | -1.2% | -5.8% | +4.5% | -1.2% |
| 30D | -2.8% | 0.0% | -2.7% | -2.8% |
| 3M | -3.1% | -4.5% | +1.4% | -3.0% |
| 6M | -2.9% | +40.0% | -42.9% | -3.3% |
| YTD | -2.0% | +54.6% | -56.6% | -2.5% |
| 1Y | 0.0% | +106.1% | -106.2% | -0.9% |
| All | +3.7% | +382.3% | -378.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling