+1.1%
MUB vs GAP
-8.8%
+9.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | -2.5% | -0.5% | -2.1% | -2.6% |
| 6M | -2.3% | -5.0% | +2.6% | -2.4% |
| YTD | -1.3% | -14.7% | +13.4% | -1.3% |
| 1Y | +1.1% | -8.6% | +9.8% | +1.4% |
| All | +1.1% | -8.8% | +9.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling