+1,138.0%
MUU vs VST
+9.2%
+1,128.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +7.3% | +5.2% | +4.6% |
| 7D | -27.2% | -0.5% | -26.6% | -24.7% |
| 30D | -54.0% | -17.1% | -37.0% | -42.1% |
| 3M | -41.4% | -4.6% | -36.9% | -36.9% |
| 6M | -42.5% | -9.1% | -33.4% | -29.1% |
| YTD | +211.2% | -16.6% | +227.8% | +310.2% |
| 1Y | +313.4% | -29.5% | +342.8% | +539.1% |
| All | +1,138.0% | +9.2% | +1,128.8% | +1,307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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