+71.7%
MUB vs NTRS
+397.6%
-325.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -1.2% | +0.3% | -1.6% | -1.2% |
| 30D | -2.8% | +0.2% | -2.9% | -2.8% |
| 3M | -3.1% | +13.2% | -16.3% | -3.1% |
| 6M | -2.9% | +36.9% | -39.8% | -3.0% |
| YTD | -2.0% | +39.1% | -41.1% | -2.2% |
| 1Y | 0.0% | +50.4% | -50.5% | -0.2% |
| 3Y | +7.4% | +166.8% | -159.4% | +7.0% |
| 5Y | +0.8% | +92.9% | -92.1% | +0.4% |
| 10Y | +16.7% | +255.7% | -239.0% | +16.3% |
| All | +71.7% | +397.6% | -325.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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