+95.4%
STM vs MUB
-0.1%
+95.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +2.6% |
| 7D | +16.3% | -0.8% | +17.1% | +18.8% |
| 30D | -6.3% | +2.4% | -8.7% | -14.8% |
| 3M | -14.1% | -1.1% | -13.0% | -0.4% |
| 6M | -19.6% | -1.0% | -18.6% | -5.4% |
| YTD | +80.1% | -0.3% | +80.4% | +109.5% |
| 1Y | +95.4% | 0.0% | +95.4% | +127.1% |
| All | +95.4% | -0.1% | +95.5% | +127.1% |
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