-81.4%
SMR vs MUB
-0.1%
-81.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -3.5% |
| 7D | +10.3% | -0.8% | +11.1% | +15.6% |
| 30D | -25.7% | +2.4% | -28.2% | -35.6% |
| 3M | -49.7% | -1.1% | -48.6% | -41.1% |
| 6M | -59.8% | -1.0% | -58.8% | -52.5% |
| YTD | -66.0% | -0.3% | -65.7% | -65.3% |
| 1Y | -81.4% | 0.0% | -81.4% | -81.9% |
| All | -81.4% | -0.1% | -81.3% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling