+908.0%
MUU vs VST
-7.9%
+915.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -6.2% | -28.2% | -27.7% |
| 7D | -53.2% | -19.9% | -33.3% | -38.8% |
| 30D | -64.1% | -29.7% | -34.4% | -45.9% |
| 3M | -54.1% | -19.6% | -34.5% | -40.5% |
| 6M | -37.7% | -29.4% | -8.3% | -1.2% |
| YTD | +153.4% | -29.7% | +183.1% | +301.0% |
| 1Y | +237.5% | -40.0% | +277.5% | +520.1% |
| All | +908.0% | -7.9% | +915.9% | +1,275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling