+73.9%
MUB vs NVS
+480.1%
-406.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +13.9% | +0.5% |
| 7D | -0.3% | -14.6% | +14.3% | +0.2% |
| 30D | -1.5% | -11.9% | +10.4% | -1.1% |
| 3M | -1.9% | -6.0% | +4.0% | -1.8% |
| 6M | -1.7% | -11.4% | +9.7% | -1.4% |
| YTD | -0.8% | +2.9% | -3.7% | -1.0% |
| 1Y | +1.5% | +10.2% | -8.8% | +0.9% |
| 3Y | +8.8% | +55.3% | -46.5% | +6.6% |
| 5Y | +2.0% | +89.6% | -87.6% | -0.9% |
| 10Y | +18.0% | +176.1% | -158.1% | +13.2% |
| All | +73.9% | +480.1% | -406.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling