+0.8%
MUB vs VSXY
+37.5%
-36.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -2.4% | -18.7% | +16.3% | -2.3% |
| 3M | -2.8% | -4.0% | +1.1% | -2.8% |
| 6M | -2.2% | +67.5% | -69.7% | -2.6% |
| YTD | -1.6% | +39.7% | -41.2% | -1.9% |
| 1Y | 0.0% | +180.0% | -179.9% | -0.7% |
| 3Y | +7.9% | +337.3% | -329.4% | +6.5% |
| 5Y | +1.2% | +22.7% | -21.4% | +0.3% |
| All | +0.8% | +37.5% | -36.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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