+3.5%
MUNY vs SPY
+31.9%
-28.4%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.2% | -2.0% | +0.7% | -1.1% |
| 30D | -2.9% | -1.7% | -1.2% | -2.8% |
| 3M | -3.1% | +4.7% | -7.9% | -3.4% |
| 6M | -2.8% | +12.5% | -15.3% | -3.5% |
| YTD | -1.9% | +11.7% | -13.6% | -2.6% |
| 1Y | 0.0% | +17.5% | -17.5% | -0.8% |
| All | +3.5% | +31.9% | -28.4% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling