-43.8%
TOST vs MUB
+2.7%
-46.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.6% |
| 7D | +11.6% | +0.9% | +10.7% | +9.3% |
| 30D | +16.2% | +3.8% | +12.5% | +7.0% |
| 3M | +1.0% | -0.7% | +1.7% | +2.9% |
| 6M | +23.2% | -0.8% | +24.0% | +26.1% |
| YTD | -1.0% | 0.0% | -1.0% | -0.4% |
| 1Y | -9.9% | +0.6% | -10.5% | -10.7% |
| 3Y | +101.0% | +11.4% | +89.7% | +50.9% |
| 5Y | -40.4% | +3.1% | -43.5% | -45.9% |
| All | -43.8% | +2.7% | -46.5% | -43.3% |
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 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