+319.5%
SN vs MUB
+7.5%
+312.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | -0.9% | -8.5% | -7.8% |
| 30D | -4.8% | -1.4% | -3.4% | -2.2% |
| 3M | +40.4% | -2.2% | +42.6% | +46.2% |
| 6M | +50.9% | -1.9% | +52.8% | +56.5% |
| YTD | +54.9% | -0.8% | +55.7% | +58.6% |
| 1Y | +43.0% | +2.7% | +40.3% | +39.9% |
| 3Y | +391.8% | +8.6% | +383.2% | +352.3% |
| All | +319.5% | +7.5% | +312.0% | +284.9% |
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