+4.0%
MUB vs FGI
-74.8%
+78.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -25.2% | +24.8% | -0.3% |
| 7D | -1.3% | -14.4% | +13.1% | -1.3% |
| 30D | +2.2% | -11.8% | +13.9% | +2.2% |
| 3M | -1.6% | -46.2% | +44.6% | -1.6% |
| 6M | -1.3% | +5.2% | -6.5% | -1.3% |
| YTD | -0.7% | +10.5% | -11.2% | -0.7% |
| 1Y | -0.2% | +25.5% | -25.7% | -0.2% |
| 3Y | +9.6% | -16.0% | +25.6% | +9.8% |
| All | +4.0% | -74.8% | +78.8% | +4.0% |
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