-44.5%
TOST vs MUB
+2.1%
-46.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.3% |
| 7D | 0.0% | -1.3% | +1.3% | +2.9% |
| 30D | +16.2% | +2.2% | +14.0% | +10.7% |
| 3M | -1.5% | -1.6% | +0.1% | +2.5% |
| 6M | +55.3% | -1.3% | +56.6% | +60.8% |
| YTD | -2.3% | -0.7% | -1.7% | -0.4% |
| 1Y | -5.5% | -0.2% | -5.3% | -4.6% |
| 3Y | +151.1% | +9.6% | +141.5% | +96.4% |
| 5Y | -27.9% | +2.6% | -30.5% | -34.7% |
| All | -44.5% | +2.1% | -46.6% | -43.3% |
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