+113.6%
MUA vs VT
+357.6%
-244.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.0% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +7.3% | -2.6% | +9.9% | +7.9% |
| 3M | -1.3% | -3.2% | +1.9% | -0.7% |
| 6M | -4.0% | +0.9% | -4.9% | -4.3% |
| YTD | -2.0% | +11.3% | -13.3% | -4.3% |
| 1Y | -1.9% | +14.0% | -15.9% | -4.7% |
| 3Y | +29.1% | +75.8% | -46.8% | +14.5% |
| 5Y | -13.6% | +57.8% | -71.4% | -22.1% |
| 10Y | +19.1% | +219.8% | -200.7% | -5.9% |
| All | +113.6% | +357.6% | -244.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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