+39.5%
MUB vs ESI
+182.6%
-143.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +0.7% | -8.5% | +9.2% | +0.8% |
| 30D | +4.4% | -15.7% | +20.0% | +4.5% |
| 3M | -0.2% | -18.2% | +18.1% | 0.0% |
| 6M | -0.6% | -28.8% | +28.2% | -0.4% |
| YTD | +0.3% | +26.3% | -25.9% | +0.1% |
| 1Y | +0.8% | +18.2% | -17.5% | +0.6% |
| 3Y | +12.0% | +68.1% | -56.1% | +11.4% |
| 5Y | +3.4% | +28.8% | -25.3% | +2.9% |
| 10Y | +20.7% | +329.8% | -309.2% | +19.8% |
| All | +39.5% | +182.6% | -143.1% | +37.8% |
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