+587.8%
VRSK vs MUB
+54.5%
+533.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -5.4% | -0.7% | -4.7% | -5.0% |
| 30D | -1.8% | -2.0% | +0.2% | -0.7% |
| 3M | -2.2% | -2.5% | +0.3% | -0.8% |
| 6M | -14.9% | -2.3% | -12.6% | -13.8% |
| YTD | -20.0% | -1.3% | -18.7% | -19.5% |
| 1Y | -33.1% | +1.1% | -34.3% | -33.6% |
| 3Y | -25.6% | +8.2% | -33.8% | -28.8% |
| 5Y | -10.1% | +1.5% | -11.6% | -11.7% |
| 10Y | +128.4% | +17.6% | +110.9% | +121.8% |
| All | +587.8% | +54.5% | +533.3% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling