+22.8%
MUB vs STLA
-4.1%
+26.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | -1.3% | -13.8% | +12.5% | -0.9% |
| 30D | +2.2% | -10.5% | +12.7% | +2.4% |
| 3M | -1.6% | -28.9% | +27.2% | -0.9% |
| 6M | -1.3% | -49.7% | +48.5% | +0.2% |
| YTD | -0.7% | -64.9% | +64.3% | +1.5% |
| 1Y | -0.2% | -64.0% | +63.8% | +1.9% |
| 3Y | +9.6% | -77.4% | +87.1% | +12.6% |
| 5Y | +2.6% | -74.4% | +77.0% | +4.7% |
| All | +22.8% | -4.1% | +26.9% | +18.5% |
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