+75.3%
MUB vs VRSN
+1,040.4%
-965.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +3.4% | +2.4% | +1.0% | +3.4% |
| 3M | -0.7% | +6.4% | -7.1% | -0.8% |
| 6M | -1.0% | +8.6% | -9.5% | -1.1% |
| YTD | 0.0% | +29.3% | -29.3% | -0.4% |
| 1Y | +0.4% | +27.2% | -26.8% | 0.0% |
| 3Y | +10.5% | +52.8% | -42.3% | +9.6% |
| 5Y | +3.1% | +36.7% | -33.6% | +2.3% |
| 10Y | +22.0% | +290.8% | -268.8% | +20.5% |
| All | +75.3% | +1,040.4% | -965.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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