+2.3%
MUB vs S
-71.4%
+73.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.9% | -7.7% | +6.8% | -0.8% |
| 30D | -1.4% | -5.3% | +3.9% | -1.4% |
| 3M | -2.2% | +20.3% | -22.4% | -2.4% |
| 6M | -1.9% | +47.4% | -49.2% | -2.3% |
| YTD | -0.8% | +32.5% | -33.3% | -1.1% |
| 1Y | +2.7% | +9.5% | -6.8% | +2.5% |
| 3Y | +8.6% | +15.5% | -6.9% | +8.0% |
| All | +2.3% | -71.4% | +73.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling