+73.9%
MUB vs SIRI
+17.0%
+57.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | -0.9% | +1.6% | -2.4% | -0.9% |
| 30D | -1.4% | -4.7% | +3.3% | -1.4% |
| 3M | -2.2% | +5.3% | -7.4% | -2.2% |
| 6M | -1.9% | +30.5% | -32.4% | -2.0% |
| YTD | -0.8% | +49.6% | -50.4% | -1.0% |
| 1Y | +2.7% | +28.5% | -25.8% | +2.6% |
| 3Y | +8.6% | -27.5% | +36.0% | +8.6% |
| 5Y | +2.0% | -44.7% | +46.7% | +2.1% |
| 10Y | +17.9% | -12.6% | +30.6% | +17.8% |
| All | +73.9% | +17.0% | +57.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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