+5,975.2%
MU vs VO
+194.4%
+5,780.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.4% |
| 7D | +9.0% | -0.3% | +9.2% | +9.4% |
| 30D | +13.8% | -0.3% | +14.2% | +14.5% |
| 3M | +2.1% | +2.9% | -0.9% | -0.7% |
| 6M | +153.8% | +9.3% | +144.5% | +127.4% |
| YTD | +256.4% | +14.2% | +242.2% | +200.1% |
| 1Y | +719.8% | +15.3% | +704.5% | +586.6% |
| 3Y | +1,360.4% | +56.2% | +1,304.1% | +731.5% |
| 5Y | +1,312.4% | +42.4% | +1,270.0% | +832.5% |
| All | +5,975.2% | +194.4% | +5,780.8% | +1,451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling