+2.2%
MUB vs S
-57.8%
+60.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.3% | -5.8% | +5.5% | -0.2% |
| 30D | -1.5% | -9.2% | +7.7% | -1.5% |
| 3M | -1.9% | +23.4% | -25.3% | -2.2% |
| 6M | -1.7% | +36.9% | -38.6% | -2.1% |
| YTD | -0.8% | +29.5% | -30.3% | -1.1% |
| 1Y | +1.5% | +5.4% | -3.9% | +1.3% |
| 3Y | +8.8% | +14.7% | -5.9% | +8.2% |
| 5Y | +2.0% | -71.5% | +73.5% | +1.6% |
| All | +2.2% | -57.8% | +60.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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