+38.0%
MUB vs ESI
+224.6%
-186.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | -0.9% | +3.3% | -4.2% | -0.9% |
| 30D | -1.4% | -5.9% | +4.4% | -1.4% |
| 3M | -2.2% | -14.1% | +11.9% | -2.1% |
| 6M | -1.9% | +6.6% | -8.5% | -2.0% |
| YTD | -0.8% | +45.0% | -45.8% | -1.1% |
| 1Y | +2.7% | +41.5% | -38.7% | +2.4% |
| 3Y | +8.6% | +78.8% | -70.2% | +7.9% |
| 5Y | +2.0% | +70.9% | -68.8% | +1.4% |
| 10Y | +17.9% | +317.1% | -299.2% | +16.8% |
| All | +38.0% | +224.6% | -186.7% | +36.1% |
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 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