+2.6%
MUB vs VSXY
+106.2%
-103.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.4% |
| 7D | -1.3% | -1.7% | +0.5% | -1.3% |
| 30D | +2.2% | +20.1% | -17.9% | +2.0% |
| 3M | -1.6% | +16.6% | -18.2% | -1.8% |
| 6M | -1.3% | +134.9% | -136.2% | -2.0% |
| YTD | -0.7% | +96.0% | -96.7% | -1.3% |
| 1Y | -0.2% | +203.8% | -204.0% | -1.1% |
| 3Y | +9.6% | +465.3% | -455.7% | +7.9% |
| All | +2.6% | +106.2% | -103.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling