+309.1%
TMUS vs MUB
+17.9%
+291.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | 0.0% |
| 30D | +3.1% | -1.5% | +4.7% | +4.4% |
| 3M | +2.4% | -1.9% | +4.3% | +4.1% |
| 6M | -17.1% | -1.7% | -15.4% | -15.9% |
| YTD | -9.1% | -0.8% | -8.3% | -8.5% |
| 1Y | -23.6% | +1.5% | -25.1% | -24.5% |
| 3Y | +38.8% | +8.8% | +30.1% | +29.1% |
| 5Y | +43.0% | +2.0% | +41.0% | +40.4% |
| 10Y | +309.1% | +18.0% | +291.1% | +289.0% |
| All | +309.1% | +17.9% | +291.2% | +289.0% |
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