-27.7%
TOST vs MUB
+2.5%
-30.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.2% |
| 7D | 0.0% | -1.3% | +1.3% | +2.9% |
| 30D | +16.2% | +2.2% | +14.0% | +10.8% |
| 3M | -1.5% | -1.6% | +0.1% | +2.5% |
| 6M | +55.3% | -1.3% | +56.6% | +60.7% |
| 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% | +97.9% |
| All | -27.7% | +2.5% | -30.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling