+73.0%
MUB vs MOH
+715.7%
-642.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -0.7% | -4.2% | +3.5% | -0.7% |
| 30D | -2.0% | -2.4% | +0.4% | -2.0% |
| 3M | -2.5% | -4.4% | +1.9% | -2.5% |
| 6M | -2.3% | +32.9% | -35.3% | -2.6% |
| YTD | -1.3% | +11.9% | -13.2% | -1.5% |
| 1Y | +1.1% | +6.9% | -5.8% | +0.9% |
| 3Y | +8.2% | -39.4% | +47.6% | +8.4% |
| 5Y | +1.5% | -25.0% | +26.4% | +1.4% |
| 10Y | +17.6% | +244.9% | -227.3% | +16.1% |
| All | +73.0% | +715.7% | -642.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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