+209.2%
MUSA vs VT
+57.0%
+152.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +4.2% | +2.4% | +1.9% | +3.5% |
| 30D | +1.1% | -1.5% | +2.6% | +1.4% |
| 3M | -3.2% | -4.1% | +0.9% | -2.1% |
| 6M | -7.3% | +0.6% | -7.8% | -8.0% |
| YTD | +35.5% | +11.0% | +24.5% | +28.8% |
| 1Y | +50.3% | +13.3% | +36.9% | +41.4% |
| 3Y | +48.6% | +73.4% | -24.8% | +12.6% |
| All | +209.2% | +57.0% | +152.2% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling