+287.7%
PSX vs MUB
+2.9%
+284.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | -7.8% | +0.6% | -8.4% | -7.7% |
| 30D | -9.9% | +3.4% | -13.3% | -9.6% |
| 3M | +16.9% | -0.7% | +17.6% | +16.6% |
| 6M | +48.0% | -1.0% | +48.9% | +47.5% |
| YTD | +98.3% | 0.0% | +98.4% | +97.7% |
| 1Y | +86.2% | +0.4% | +85.8% | +85.4% |
| 3Y | +144.0% | +10.5% | +133.5% | +142.0% |
| 5Y | +287.7% | +3.1% | +284.6% | +172.7% |
| All | +287.7% | +2.9% | +284.8% | +172.7% |
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