-87.2%
MSTU vs MUB
+0.1%
-87.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +7.2% |
| 7D | -4.8% | +0.6% | -5.4% | -8.8% |
| 30D | -29.6% | +3.2% | -32.8% | -44.8% |
| 3M | +69.4% | -1.1% | +70.4% | +97.4% |
| 6M | -62.2% | -1.1% | -61.1% | -54.6% |
| YTD | -61.1% | -0.5% | -60.6% | -57.7% |
| 1Y | -87.2% | 0.0% | -87.1% | -86.5% |
| All | -87.2% | +0.1% | -87.2% | -86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling