+273.8%
ROIV vs MUB
+4.8%
+269.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.0% |
| 7D | +5.3% | +0.7% | +4.6% | +4.2% |
| 30D | +11.9% | +4.4% | +7.5% | +4.6% |
| 3M | +10.7% | -0.2% | +10.9% | +11.2% |
| 6M | +34.9% | -0.6% | +35.5% | +36.5% |
| YTD | +79.2% | +0.3% | +78.8% | +78.7% |
| 1Y | +89.0% | +0.8% | +88.2% | +87.4% |
| 3Y | +337.3% | +12.0% | +325.3% | +270.4% |
| 5Y | +402.3% | +3.4% | +398.9% | +329.5% |
| All | +273.8% | +4.8% | +269.1% | +219.5% |
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