+221.4%
TMUS vs MUB
+21.1%
+200.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +3.6% | +0.7% | +2.9% | +3.0% |
| 30D | -3.4% | +4.4% | -7.7% | -6.6% |
| 3M | -9.5% | -0.2% | -9.3% | -9.3% |
| 6M | -15.2% | -0.6% | -14.6% | -14.7% |
| YTD | -18.9% | +0.3% | -19.3% | -19.1% |
| 1Y | -17.7% | +0.8% | -18.5% | -18.2% |
| 3Y | +15.6% | +12.0% | +3.6% | +4.6% |
| 5Y | +38.9% | +3.4% | +35.5% | +34.9% |
| All | +221.4% | +21.1% | +200.3% | +202.9% |
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 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