+150.1%
VXUS vs MUB
+17.4%
+132.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.2% |
| 7D | +0.3% | -0.7% | +1.0% | +1.1% |
| 30D | +0.7% | -2.0% | +2.6% | +3.0% |
| 3M | +4.8% | -2.5% | +7.3% | +7.9% |
| 6M | +11.3% | -2.3% | +13.7% | +14.5% |
| YTD | +16.5% | -1.3% | +17.8% | +18.5% |
| 1Y | +24.3% | +1.1% | +23.2% | +23.1% |
| 3Y | +74.5% | +8.2% | +66.3% | +60.3% |
| 5Y | +54.3% | +1.5% | +52.9% | +51.8% |
| 10Y | +150.1% | +17.6% | +132.5% | +143.5% |
| All | +150.1% | +17.4% | +132.7% | +143.5% |
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