+16.8%
MUB vs ESI
+310.7%
-293.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.6% |
| 7D | -1.2% | -2.3% | +1.1% | -1.2% |
| 30D | -2.8% | -9.0% | +6.3% | -2.6% |
| 3M | -3.1% | -13.3% | +10.2% | -2.9% |
| 6M | -2.9% | +5.3% | -8.1% | -3.1% |
| YTD | -2.0% | +37.6% | -39.6% | -2.8% |
| 1Y | 0.0% | +33.6% | -33.6% | -0.8% |
| 3Y | +7.4% | +75.8% | -68.4% | +5.8% |
| 5Y | +0.8% | +68.6% | -67.8% | -0.8% |
| All | +16.8% | +310.7% | -293.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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