+16.8%
MUB vs GAP
+27.6%
-10.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -1.2% | -6.3% | +5.1% | -1.2% |
| 30D | -2.8% | -0.2% | -2.5% | -2.8% |
| 3M | -3.1% | 0.0% | -3.1% | -3.1% |
| 6M | -2.9% | -8.1% | +5.2% | -2.8% |
| YTD | -2.0% | -16.5% | +14.4% | -1.9% |
| 1Y | 0.0% | -10.5% | +10.4% | 0.0% |
| 3Y | +7.4% | +104.0% | -96.6% | +6.1% |
| 5Y | +0.8% | +6.8% | -6.0% | -0.1% |
| All | +16.8% | +27.6% | -10.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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