+103.2%
TOST vs MUB
+11.6%
+91.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | +9.4% | +0.7% | +8.7% | +8.1% |
| 30D | +13.5% | +4.4% | +9.1% | +5.5% |
| 3M | -0.1% | -0.4% | +0.3% | +1.1% |
| 6M | +22.5% | -0.9% | +23.3% | +25.3% |
| YTD | -2.4% | +0.1% | -2.4% | -1.7% |
| 1Y | -4.7% | +0.5% | -5.2% | -4.7% |
| 3Y | +103.2% | +11.7% | +91.5% | +38.5% |
| All | +103.2% | +11.6% | +91.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling