+1,112.0%
VST vs MUB
+20.5%
+1,091.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.5% | +10.5% |
| 7D | -9.8% | +0.7% | -10.5% | -10.4% |
| 30D | -25.1% | +4.4% | -29.5% | -27.9% |
| 3M | -11.6% | -0.4% | -11.1% | -11.2% |
| 6M | -20.9% | -0.9% | -20.0% | -20.3% |
| YTD | -22.3% | +0.1% | -22.4% | -22.1% |
| 1Y | -32.0% | +0.5% | -32.5% | -32.1% |
| 3Y | +262.4% | +11.7% | +250.7% | +229.8% |
| 5Y | +563.4% | +3.2% | +560.2% | +541.5% |
| All | +1,112.0% | +20.5% | +1,091.6% | +1,187.2% |
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