+639.9%
MUSA vs VT
+226.9%
+413.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.8% |
| 30D | -3.3% | -1.4% | -1.9% | -2.6% |
| 3M | -14.0% | +4.7% | -18.7% | -16.6% |
| 6M | +21.0% | +11.4% | +9.7% | +12.3% |
| YTD | +30.8% | +13.1% | +17.8% | +20.0% |
| 1Y | +40.6% | +19.0% | +21.5% | +24.6% |
| 3Y | +70.5% | +73.9% | -3.5% | +16.2% |
| 5Y | +264.4% | +65.4% | +199.0% | +155.5% |
| All | +639.9% | +226.9% | +413.0% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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