+331.5%
STT vs MUB
+77.6%
+253.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -1.9% | +3.4% | -5.3% | -2.9% |
| 3M | -7.6% | -0.7% | -6.9% | -7.4% |
| 6M | +16.0% | -1.0% | +17.0% | +16.3% |
| YTD | +36.2% | 0.0% | +36.2% | +36.2% |
| 1Y | +46.8% | +0.4% | +46.4% | +46.6% |
| 3Y | +177.8% | +10.5% | +167.3% | +169.8% |
| 5Y | +105.8% | +3.1% | +102.7% | +102.5% |
| 10Y | +197.6% | +22.0% | +175.5% | +192.3% |
| All | +331.5% | +77.6% | +253.9% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling