+22.8%
MUB vs ESI
+318.1%
-295.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | -1.3% | +5.5% | -6.8% | -1.4% |
| 30D | +2.2% | -7.8% | +9.9% | +2.3% |
| 3M | -1.6% | -15.0% | +13.4% | -1.4% |
| 6M | -1.3% | -24.9% | +23.6% | -0.9% |
| YTD | -0.7% | +33.2% | -33.9% | -1.4% |
| 1Y | -0.2% | +24.9% | -25.1% | -0.9% |
| 3Y | +9.6% | +77.8% | -68.1% | +7.9% |
| 5Y | +2.6% | +37.1% | -34.6% | +1.1% |
| All | +22.8% | +318.1% | -295.2% | +17.1% |
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