+316.5%
VSH vs MUB
+76.3%
+240.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +4.1% | -0.9% | +4.9% | +4.8% |
| 30D | -4.2% | -1.4% | -2.7% | -3.0% |
| 3M | -50.0% | -2.2% | -47.8% | -49.0% |
| 6M | +80.2% | -1.9% | +82.1% | +83.5% |
| YTD | +121.1% | -0.8% | +121.9% | +123.2% |
| 1Y | +112.0% | +2.7% | +109.3% | +108.1% |
| 3Y | +22.5% | +8.6% | +13.9% | +15.6% |
| 5Y | +64.0% | +2.0% | +62.0% | +61.3% |
| 10Y | +170.4% | +17.9% | +152.4% | +150.8% |
| All | +316.5% | +76.3% | +240.2% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling