+385.9%
STT vs MUB
+76.3%
+309.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.5% | -0.9% | +1.3% | +0.7% |
| 30D | +3.9% | -1.4% | +5.3% | +4.3% |
| 3M | +20.0% | -2.2% | +22.1% | +20.8% |
| 6M | +55.3% | -1.9% | +57.2% | +56.2% |
| YTD | +53.3% | -0.8% | +54.1% | +53.7% |
| 1Y | +74.7% | +2.7% | +72.0% | +73.3% |
| 3Y | +205.8% | +8.6% | +197.2% | +198.5% |
| 5Y | +145.0% | +2.0% | +143.0% | +141.7% |
| 10Y | +266.0% | +17.9% | +248.1% | +259.5% |
| All | +385.9% | +76.3% | +309.6% | +334.2% |
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