+262.0%
STT vs MUB
+17.9%
+244.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +3.9% | -1.5% | +5.4% | +5.2% |
| 3M | +19.2% | -1.9% | +21.1% | +21.0% |
| 6M | +60.4% | -1.7% | +62.1% | +62.6% |
| YTD | +51.5% | -0.8% | +52.2% | +52.4% |
| 1Y | +76.3% | +1.5% | +74.8% | +74.2% |
| 3Y | +200.7% | +8.8% | +192.0% | +180.4% |
| 5Y | +157.5% | +2.0% | +155.5% | +150.8% |
| 10Y | +262.0% | +18.0% | +244.0% | +298.6% |
| All | +262.0% | +17.9% | +244.1% | +298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling