+106.1%
TOST vs MUB
+11.5%
+94.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.3% |
| 7D | +11.6% | +0.9% | +10.7% | +9.8% |
| 30D | +16.2% | +3.8% | +12.5% | +9.1% |
| 3M | +1.0% | -0.7% | +1.7% | +2.8% |
| 6M | +23.2% | -0.8% | +24.0% | +25.8% |
| YTD | -1.0% | 0.0% | -1.0% | -0.2% |
| 1Y | -9.9% | +0.6% | -10.5% | -10.1% |
| All | +106.1% | +11.5% | +94.6% | +40.7% |
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