+357.1%
PSX vs MUB
+22.4%
+334.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -8.1% | +3.6% | -11.7% | -11.1% |
| 3M | +15.9% | -0.5% | +16.4% | +16.4% |
| 6M | +49.4% | -0.6% | +50.0% | +50.1% |
| YTD | +104.7% | +0.3% | +104.4% | +103.4% |
| 1Y | +89.1% | +0.4% | +88.7% | +87.6% |
| 3Y | +151.7% | +10.8% | +141.0% | +122.7% |
| 5Y | +298.3% | +3.4% | +294.9% | +286.1% |
| 10Y | +357.1% | +22.6% | +334.5% | +354.0% |
| All | +357.1% | +22.4% | +334.6% | +354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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