+78.1%
STM vs MUB
+0.8%
+77.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.2% |
| 7D | -10.7% | +0.7% | -11.4% | -12.6% |
| 30D | -25.7% | +4.4% | -30.1% | -37.1% |
| 3M | -21.6% | -0.2% | -21.4% | -12.5% |
| 6M | -27.8% | -0.6% | -27.2% | -15.5% |
| YTD | +61.8% | +0.3% | +61.4% | +86.1% |
| 1Y | +78.1% | +0.8% | +77.3% | +104.8% |
| All | +78.1% | +0.8% | +77.3% | +104.8% |
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