+0.8%
MUB vs QSR
+40.6%
-39.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -1.2% | -4.7% | +3.5% | -1.1% |
| 30D | -2.8% | +4.3% | -7.1% | -2.9% |
| 3M | -3.1% | +5.4% | -8.5% | -3.2% |
| 6M | -2.9% | +8.2% | -11.0% | -3.1% |
| YTD | -2.0% | +14.1% | -16.2% | -2.4% |
| 1Y | 0.0% | +28.1% | -28.1% | -0.8% |
| 3Y | +7.4% | +25.3% | -17.9% | +6.4% |
| 5Y | +0.8% | +40.4% | -39.6% | -0.9% |
| All | +0.8% | +40.6% | -39.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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