+54.9%
MUB vs STLA
+189.9%
-135.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | -4.5% | +5.2% | +0.7% |
| 30D | +4.4% | -3.9% | +8.3% | +4.4% |
| 3M | -0.2% | -20.2% | +20.0% | 0.0% |
| 6M | -0.6% | -42.2% | +41.6% | -0.1% |
| YTD | +0.3% | -59.3% | +59.7% | +1.1% |
| 1Y | +0.8% | -56.1% | +56.8% | +1.5% |
| 3Y | +12.0% | -73.7% | +85.7% | +13.1% |
| 5Y | +3.4% | -70.3% | +73.7% | +4.2% |
| 10Y | +20.7% | +23.1% | -2.4% | +20.8% |
| All | +54.9% | +189.9% | -135.0% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling