+110.1%
MUA vs VT
+374.2%
-264.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.7% | +1.0% | -2.7% | -1.9% |
| 3M | -6.0% | +2.4% | -8.4% | -6.5% |
| 6M | -6.7% | +12.0% | -18.7% | -9.0% |
| YTD | -3.6% | +15.3% | -19.0% | -6.6% |
| 1Y | -2.6% | +22.6% | -25.2% | -6.7% |
| 3Y | +22.5% | +74.7% | -52.2% | +8.8% |
| 5Y | -18.0% | +66.1% | -84.1% | -26.8% |
| 10Y | +8.9% | +225.0% | -216.1% | -14.3% |
| All | +110.1% | +374.2% | -264.1% | +51.9% |
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