+125.0%
SU vs MUB
+7.9%
+117.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | 0.0% |
| 7D | +2.2% | -0.8% | +3.1% | +1.9% |
| 30D | +8.4% | -2.4% | +10.8% | +7.5% |
| 3M | +12.1% | -2.8% | +14.9% | +11.1% |
| 6M | +19.7% | -2.2% | +21.9% | +18.8% |
| YTD | +58.4% | -1.6% | +60.0% | +57.1% |
| 1Y | +67.2% | 0.0% | +67.2% | +65.4% |
| 3Y | +125.0% | +7.9% | +117.2% | +125.8% |
| All | +125.0% | +7.9% | +117.1% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling