+74.1%
MUB vs VRSN
+1,047.4%
-973.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +2.2% | +3.9% | -1.7% | +2.1% |
| 3M | -1.6% | +9.3% | -11.0% | -1.8% |
| 6M | -1.3% | +6.7% | -7.9% | -1.4% |
| YTD | -0.7% | +30.0% | -30.7% | -1.1% |
| 1Y | -0.2% | +26.0% | -26.2% | -0.6% |
| 3Y | +9.6% | +53.1% | -43.5% | +8.8% |
| 5Y | +2.6% | +35.0% | -32.5% | +1.8% |
| 10Y | +21.5% | +291.7% | -270.2% | +19.9% |
| All | +74.1% | +1,047.4% | -973.3% | +69.8% |
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