+46.8%
STT vs MUB
-0.1%
+46.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.3% |
| 7D | +5.1% | -0.8% | +5.9% | +5.7% |
| 30D | -0.2% | +2.4% | -2.7% | -2.3% |
| 3M | -8.1% | -1.1% | -7.0% | -5.7% |
| 6M | +16.6% | -1.0% | +17.6% | +19.2% |
| YTD | +37.8% | -0.3% | +38.1% | +38.5% |
| 1Y | +46.8% | 0.0% | +46.8% | +46.5% |
| All | +46.8% | -0.1% | +46.9% | +46.5% |
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