+8.2%
MUB vs VSXY
+353.1%
-344.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.5% |
| 7D | -0.7% | -10.7% | +10.0% | -0.6% |
| 30D | -2.0% | -24.3% | +22.3% | -1.8% |
| 3M | -2.5% | +1.0% | -3.5% | -2.6% |
| 6M | -2.3% | +57.4% | -59.7% | -2.7% |
| YTD | -1.3% | +39.8% | -41.1% | -1.7% |
| 1Y | +1.1% | +196.5% | -195.4% | +0.3% |
| All | +8.2% | +353.1% | -344.9% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling