+26.5%
MUB vs QSR
+211.0%
-184.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.5% | +5.9% | -7.5% | -1.8% |
| 3M | -1.9% | +10.5% | -12.4% | -2.4% |
| 6M | -1.7% | +7.7% | -9.4% | -2.1% |
| YTD | -0.8% | +16.8% | -17.6% | -1.5% |
| 1Y | +1.5% | +30.9% | -29.4% | +0.2% |
| 3Y | +8.8% | +28.2% | -19.4% | +7.2% |
| 5Y | +2.0% | +45.0% | -43.0% | -0.2% |
| 10Y | +18.0% | +127.3% | -109.3% | +11.7% |
| All | +26.5% | +211.0% | -184.5% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling