+43.2%
TER vs MUB
+0.1%
+43.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.3% | -7.8% |
| 7D | -19.9% | +0.6% | -20.5% | -21.0% |
| 30D | -43.5% | +3.2% | -46.7% | -48.6% |
| 3M | -37.8% | -1.1% | -36.7% | -29.5% |
| 6M | -25.6% | -1.1% | -24.4% | -14.0% |
| YTD | +29.8% | -0.5% | +30.3% | +53.6% |
| 1Y | +43.2% | 0.0% | +43.2% | +70.8% |
| All | +43.2% | +0.1% | +43.1% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling