+18.0%
MUB vs STLA
+48.0%
-30.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -1.5% | -2.4% | +0.8% | -1.5% |
| 3M | -1.9% | -23.9% | +21.9% | -1.4% |
| 6M | -1.7% | -24.6% | +22.9% | -1.2% |
| YTD | -0.8% | -50.5% | +49.7% | +0.6% |
| 1Y | +1.5% | -39.8% | +41.3% | +2.3% |
| 3Y | +8.8% | -65.6% | +74.4% | +10.6% |
| 5Y | +2.0% | -62.1% | +64.1% | +3.2% |
| 10Y | +18.0% | +47.8% | -29.8% | +14.6% |
| All | +18.0% | +48.0% | -30.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling