+3.4%
MUB vs QS
-46.4%
+49.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -0.8% | -3.6% | +2.8% | -0.8% |
| 30D | -2.4% | -17.2% | +14.9% | -2.3% |
| 3M | -2.8% | -27.0% | +24.1% | -2.7% |
| 6M | -2.2% | -24.6% | +22.3% | -2.2% |
| YTD | -1.6% | -49.3% | +47.7% | -1.4% |
| 1Y | 0.0% | -40.3% | +40.4% | +0.1% |
| 3Y | +7.9% | -23.8% | +31.7% | +7.5% |
| 5Y | +1.2% | -75.0% | +76.2% | +0.9% |
| All | +3.4% | -46.4% | +49.8% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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