+89.5%
RSG vs MUB
+0.7%
+88.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -1.2% |
| 30D | +2.8% | -2.8% | +5.6% | +4.2% |
| 3M | +4.3% | -3.1% | +7.3% | +5.9% |
| 6M | -0.5% | -2.9% | +2.3% | +0.9% |
| YTD | +5.2% | -2.0% | +7.3% | +6.2% |
| 1Y | -2.1% | 0.0% | -2.1% | -2.4% |
| 3Y | +56.5% | +7.4% | +49.1% | +50.1% |
| 5Y | +89.5% | +0.8% | +88.7% | +85.6% |
| All | +89.5% | +0.7% | +88.8% | +85.6% |
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