+0.8%
MUB vs QS
-75.8%
+76.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -1.2% | -5.0% | +3.7% | -1.2% |
| 30D | -2.8% | -18.3% | +15.5% | -2.6% |
| 3M | -3.1% | -26.0% | +22.9% | -2.9% |
| 6M | -2.9% | -24.0% | +21.2% | -2.7% |
| YTD | -2.0% | -50.3% | +48.3% | -1.6% |
| 1Y | 0.0% | -38.0% | +37.9% | +0.1% |
| 3Y | +7.4% | -24.6% | +32.0% | +6.6% |
| 5Y | +0.8% | -75.4% | +76.2% | 0.0% |
| All | +0.8% | -75.8% | +76.6% | 0.0% |
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