+239.2%
STRL vs MUB
+11.9%
+227.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | -26.9% | +0.7% | -27.6% | -27.2% |
| 30D | -52.7% | +4.4% | -57.0% | -54.5% |
| 3M | -52.8% | -0.2% | -52.7% | -52.4% |
| 6M | -71.5% | -0.6% | -70.9% | -71.0% |
| YTD | -17.4% | +0.3% | -17.8% | -16.5% |
| 1Y | -35.0% | +0.8% | -35.7% | -34.3% |
| 3Y | +239.2% | +12.0% | +227.2% | +282.0% |
| All | +239.2% | +11.9% | +227.3% | +282.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling