+77.0%
SO vs MUB
+3.5%
+73.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -1.5% | +0.7% | -2.2% | -2.2% |
| 30D | +8.1% | +4.4% | +3.7% | +3.1% |
| 3M | +0.2% | -0.2% | +0.4% | +0.5% |
| 6M | +0.4% | -0.6% | +1.0% | +1.1% |
| YTD | +8.5% | +0.3% | +8.2% | +8.2% |
| 1Y | +4.9% | +0.8% | +4.2% | +4.1% |
| 3Y | +47.9% | +12.0% | +35.9% | +30.6% |
| All | +77.0% | +3.5% | +73.5% | +56.2% |
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 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