-44.8%
TOST vs MUB
+2.8%
-47.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +0.2% |
| 7D | +3.0% | +0.6% | +2.3% | +1.6% |
| 30D | +10.3% | +3.4% | +6.8% | +2.2% |
| 3M | -3.3% | -0.7% | -2.6% | -1.4% |
| 6M | +37.8% | -1.0% | +38.8% | +41.7% |
| YTD | -2.8% | 0.0% | -2.8% | -2.3% |
| 1Y | -9.6% | +0.4% | -10.0% | -9.9% |
| 3Y | +144.6% | +10.5% | +134.2% | +87.9% |
| 5Y | -31.0% | +3.1% | -34.1% | -37.6% |
| All | -44.8% | +2.8% | -47.5% | -44.3% |
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