+4.7%
MUB vs FGI
-70.0%
+74.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | -4.1% | +4.7% | +0.6% |
| 30D | +3.4% | -3.4% | +6.8% | +3.4% |
| 3M | -0.7% | +61.8% | -62.5% | -0.7% |
| 6M | -1.0% | +17.0% | -18.0% | -1.0% |
| YTD | 0.0% | +31.4% | -31.4% | -0.1% |
| 1Y | +0.4% | +42.7% | -42.3% | +0.4% |
| 3Y | +10.5% | -0.1% | +10.6% | +10.6% |
| All | +4.7% | -70.0% | +74.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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