+76.2%
MUB vs TSN
+362.5%
-286.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +3.9% | +11.8% | -7.9% | +3.7% |
| 3M | -0.2% | +7.1% | -7.3% | -0.3% |
| 6M | -0.4% | -9.2% | +8.8% | -0.3% |
| YTD | +0.5% | +4.8% | -4.3% | +0.4% |
| 1Y | +0.7% | +11.6% | -11.0% | +0.5% |
| 3Y | +11.1% | +41.5% | -30.5% | +10.5% |
| 5Y | +3.7% | -15.5% | +19.3% | +3.7% |
| 10Y | +22.9% | +16.9% | +6.1% | +22.1% |
| All | +76.2% | +362.5% | -286.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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