+1,106.1%
MUU vs VST
+7.0%
+1,099.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.5% | -0.4% |
| 7D | -32.5% | -6.0% | -26.4% | -25.9% |
| 30D | -55.2% | -18.8% | -36.5% | -42.3% |
| 3M | -40.7% | -8.0% | -32.7% | -33.4% |
| 6M | -43.9% | -10.9% | -33.0% | -29.3% |
| YTD | +203.2% | -18.3% | +221.5% | +308.7% |
| 1Y | +257.0% | -29.9% | +286.9% | +457.6% |
| All | +1,106.1% | +7.0% | +1,099.1% | +1,302.0% |
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