+1,019.5%
STX vs MUB
+2.2%
+1,017.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | -0.9% | +3.2% | +3.6% |
| 30D | +1.4% | -1.4% | +2.8% | +3.4% |
| 3M | -8.2% | -2.2% | -6.1% | -5.4% |
| 6M | +127.0% | -1.9% | +128.9% | +133.3% |
| YTD | +209.1% | -0.8% | +209.9% | +213.2% |
| 1Y | +365.4% | +2.7% | +362.7% | +350.4% |
| 3Y | +1,135.4% | +8.6% | +1,126.8% | +1,010.8% |
| All | +1,019.5% | +2.2% | +1,017.3% | +918.6% |
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 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