+2.6%
MUB vs QS
-90.5%
+93.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.3% |
| 7D | -1.3% | -14.0% | +12.8% | -1.1% |
| 30D | +2.2% | -6.4% | +8.5% | +2.2% |
| 3M | -1.6% | -40.3% | +38.6% | -1.2% |
| 6M | -1.3% | -57.5% | +56.2% | -0.7% |
| YTD | -0.7% | -64.7% | +64.0% | 0.0% |
| 1Y | -0.2% | -72.9% | +72.7% | +0.7% |
| 3Y | +9.6% | -33.5% | +43.1% | +8.9% |
| All | +2.6% | -90.5% | +93.1% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling