+99.4%
STT vs MUB
+3.5%
+95.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -3.0% |
| 30D | -5.0% | +4.4% | -9.3% | -8.0% |
| 3M | -10.5% | -0.2% | -10.3% | -10.3% |
| 6M | +10.0% | -0.6% | +10.6% | +10.6% |
| YTD | +30.7% | +0.3% | +30.3% | +30.5% |
| 1Y | +43.8% | +0.8% | +43.0% | +43.1% |
| 3Y | +168.1% | +12.0% | +156.1% | +143.7% |
| All | +99.4% | +3.5% | +95.9% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling