+972.9%
RSG vs MUB
+76.3%
+896.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +3.3% | -1.5% | +4.8% | +4.2% |
| 3M | +8.5% | -1.9% | +10.4% | +9.6% |
| 6M | -3.5% | -1.7% | -1.8% | -2.7% |
| YTD | +5.5% | -0.8% | +6.3% | +5.9% |
| 1Y | -1.7% | +1.5% | -3.2% | -2.6% |
| 3Y | +56.9% | +8.8% | +48.1% | +49.7% |
| 5Y | +89.4% | +2.0% | +87.4% | +87.0% |
| 10Y | +412.5% | +18.0% | +394.6% | +383.7% |
| All | +972.9% | +76.3% | +896.6% | +790.9% |
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