-92.0%
MSTU vs MUB
+2.7%
-94.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.8% | -12.1% | -9.1% |
| 7D | -23.0% | -0.8% | -22.2% | -19.6% |
| 30D | -47.7% | +2.4% | -50.1% | -53.3% |
| 3M | +12.5% | -1.1% | +13.6% | +19.5% |
| 6M | -76.1% | -1.0% | -75.1% | -74.4% |
| YTD | -75.5% | -0.3% | -75.2% | -74.2% |
| 1Y | -90.1% | 0.0% | -90.1% | -89.6% |
| All | -92.0% | +2.7% | -94.7% | -93.7% |
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