+155.9%
SO vs MUB
+17.9%
+138.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.0% | -0.3% | +1.3% | +1.4% |
| 30D | -3.2% | -1.5% | -1.7% | -1.1% |
| 3M | -1.7% | -1.9% | +0.2% | +0.9% |
| 6M | -7.2% | -1.7% | -5.5% | -5.0% |
| YTD | +4.6% | -0.8% | +5.3% | +5.7% |
| 1Y | +1.2% | +1.5% | -0.3% | -0.9% |
| 3Y | +45.3% | +8.8% | +36.5% | +29.2% |
| 5Y | +58.7% | +2.0% | +56.7% | +54.8% |
| 10Y | +155.9% | +18.0% | +137.9% | +118.0% |
| All | +155.9% | +17.9% | +138.0% | +118.0% |
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