+39.0%
MUB vs ESI
+195.2%
-156.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +0.6% | -6.6% | +7.2% | +0.7% |
| 30D | +3.4% | -9.8% | +13.3% | +3.5% |
| 3M | -0.7% | -11.9% | +11.2% | -0.6% |
| 6M | -1.0% | -25.1% | +24.1% | -0.8% |
| YTD | 0.0% | +31.9% | -31.9% | -0.3% |
| 1Y | +0.4% | +19.2% | -18.8% | +0.2% |
| 3Y | +10.5% | +76.2% | -65.7% | +9.8% |
| 5Y | +3.1% | +39.4% | -36.3% | +2.5% |
| 10Y | +22.0% | +304.9% | -282.9% | +21.0% |
| All | +39.0% | +195.2% | -156.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling