+1,149.3%
PSX vs MUB
+38.1%
+1,111.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.1% |
| 7D | +6.4% | -0.8% | +7.2% | +7.0% |
| 30D | -10.2% | +2.4% | -12.6% | -11.6% |
| 3M | +17.2% | -1.1% | +18.3% | +17.9% |
| 6M | +51.8% | -1.0% | +52.8% | +52.5% |
| YTD | +108.0% | -0.3% | +108.3% | +107.8% |
| 1Y | +96.1% | 0.0% | +96.1% | +95.5% |
| 3Y | +155.9% | +10.2% | +145.7% | +136.9% |
| 5Y | +306.9% | +2.9% | +304.0% | +297.9% |
| 10Y | +364.5% | +21.9% | +342.6% | +354.1% |
| All | +1,149.3% | +38.1% | +1,111.1% | +1,165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling