-11.3%
VRSK vs MUB
+0.7%
-12.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.4% |
| 7D | -7.7% | -1.2% | -6.5% | -6.5% |
| 30D | -2.8% | -2.8% | -0.1% | +0.2% |
| 3M | -3.7% | -3.1% | -0.7% | -0.4% |
| 6M | -12.8% | -2.9% | -9.9% | -10.0% |
| YTD | -21.0% | -2.0% | -18.9% | -19.3% |
| 1Y | -32.5% | 0.0% | -32.4% | -32.6% |
| 3Y | -26.5% | +7.4% | -33.9% | -33.4% |
| All | -11.3% | +0.7% | -12.0% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling