-52.1%
SMR vs MUB
+5.6%
-57.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -6.5% |
| 7D | +10.3% | -0.8% | +11.1% | +11.9% |
| 30D | -25.7% | +2.4% | -28.2% | -28.5% |
| 3M | -49.7% | -1.1% | -48.6% | -48.8% |
| 6M | -59.8% | -1.0% | -58.8% | -59.0% |
| YTD | -66.0% | -0.3% | -65.7% | -65.4% |
| 1Y | -81.4% | 0.0% | -81.4% | -81.2% |
| 3Y | +130.6% | +10.2% | +120.5% | +105.8% |
| All | -52.1% | +5.6% | -57.6% | -54.2% |
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