+447.8%
SN vs MUB
+7.6%
+440.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.5% |
| 7D | +1.5% | -1.3% | +2.8% | +3.8% |
| 30D | +21.5% | +2.2% | +19.3% | +17.3% |
| 3M | +20.0% | -1.6% | +21.7% | +24.4% |
| 6M | +119.9% | -1.3% | +121.2% | +127.0% |
| YTD | +102.3% | -0.7% | +103.0% | +107.6% |
| 1Y | +148.0% | -0.2% | +148.2% | +153.1% |
| 3Y | +450.0% | +9.6% | +440.4% | +402.5% |
| All | +447.8% | +7.6% | +440.2% | +404.1% |
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