+52.7%
MUNI vs SPY
+825.8%
-773.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -1.4% | -0.9% | -0.4% | -1.4% |
| 3M | -1.6% | +3.9% | -5.5% | -1.7% |
| 6M | -1.7% | +14.5% | -16.2% | -2.0% |
| YTD | -0.4% | +12.9% | -13.4% | -0.7% |
| 1Y | +1.5% | +19.4% | -17.9% | +1.1% |
| 3Y | +10.6% | +78.5% | -67.8% | +9.4% |
| 5Y | +4.3% | +81.8% | -77.4% | +3.0% |
| 10Y | +20.4% | +311.5% | -291.1% | +19.1% |
| All | +52.7% | +825.8% | -773.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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