+363.8%
PSX vs MUB
+2.2%
+361.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +27.8% | -1.5% | +29.3% | +27.4% |
| 3M | +42.0% | -1.9% | +44.0% | +41.5% |
| 6M | +58.1% | -1.7% | +59.8% | +57.8% |
| YTD | +105.0% | -0.8% | +105.8% | +104.4% |
| 1Y | +104.9% | +1.5% | +103.4% | +103.8% |
| 3Y | +134.1% | +8.8% | +125.3% | +132.8% |
| 5Y | +363.8% | +2.0% | +361.8% | +242.1% |
| All | +363.8% | +2.2% | +361.6% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling