0.0%
MUB vs STZ
+14.7%
-14.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | +0.4% |
| 7D | +0.6% | +13.0% | -12.4% | +0.4% |
| 30D | +3.2% | +29.4% | -26.2% | +2.9% |
| 3M | -1.1% | +11.6% | -12.6% | -1.2% |
| 6M | -1.1% | -0.2% | -0.9% | -1.3% |
| YTD | -0.5% | +8.6% | -9.0% | -0.7% |
| 1Y | 0.0% | +15.9% | -16.0% | -0.5% |
| All | 0.0% | +14.7% | -14.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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