+144.6%
TOST vs MUB
+10.5%
+134.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | +3.0% | +0.6% | +2.3% | +1.8% |
| 30D | +10.3% | +3.4% | +6.8% | +3.8% |
| 3M | -3.3% | -0.7% | -2.6% | -1.5% |
| 6M | +37.8% | -1.0% | +38.8% | +41.4% |
| YTD | -2.8% | 0.0% | -2.8% | -2.0% |
| 1Y | -9.6% | +0.4% | -10.0% | -9.4% |
| 3Y | +144.6% | +10.5% | +134.2% | +71.9% |
| All | +144.6% | +10.5% | +134.2% | +71.9% |
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