-44.5%
TOST vs MUB
+2.8%
-47.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | +9.4% | +0.7% | +8.7% | +7.7% |
| 30D | +13.5% | +4.4% | +9.1% | +3.1% |
| 3M | -0.1% | -0.4% | +0.3% | +1.1% |
| 6M | +22.5% | -0.9% | +23.3% | +25.7% |
| YTD | -2.4% | +0.1% | -2.4% | -2.0% |
| 1Y | -4.7% | +0.5% | -5.2% | -5.3% |
| 3Y | +103.2% | +11.7% | +91.5% | +51.2% |
| 5Y | -41.2% | +3.2% | -44.4% | -46.8% |
| All | -44.5% | +2.8% | -47.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling