+121.2%
VSH vs MUB
+21.7%
+99.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -2.7% |
| 30D | -21.3% | +3.4% | -24.7% | -25.7% |
| 3M | -18.9% | -0.7% | -18.2% | -18.2% |
| 6M | -21.4% | -1.0% | -20.5% | -20.1% |
| YTD | +86.8% | 0.0% | +86.9% | +87.4% |
| 1Y | +85.8% | +0.4% | +85.4% | +85.2% |
| 3Y | +30.1% | +10.5% | +19.6% | +12.3% |
| 5Y | +42.8% | +3.1% | +39.7% | +36.7% |
| 10Y | +121.2% | +22.0% | +99.2% | +126.3% |
| All | +121.2% | +21.7% | +99.5% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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