+21.8%
MUB vs STZ
+9.8%
+12.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +0.7% | +4.9% | -4.2% | +0.5% |
| 30D | +4.4% | +20.9% | -16.5% | +3.7% |
| 3M | -0.2% | +8.0% | -8.1% | -0.5% |
| 6M | -0.6% | -5.3% | +4.7% | -0.5% |
| YTD | +0.3% | +5.9% | -5.6% | -0.1% |
| 1Y | +0.8% | +14.2% | -13.4% | +0.1% |
| 3Y | +12.0% | -37.0% | +49.0% | +13.5% |
| 5Y | +3.4% | -29.7% | +33.1% | +4.2% |
| All | +21.8% | +9.8% | +12.0% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling