+1,308.2%
MU vs VRT
+1,919.9%
-611.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.6% | -3.4% | +1.9% |
| 7D | -12.0% | -10.6% | -1.4% | -7.2% |
| 30D | -28.7% | -17.4% | -11.3% | -22.4% |
| 3M | -16.4% | -26.4% | +9.9% | -4.9% |
| 6M | -1.8% | -41.0% | +39.2% | +24.2% |
| YTD | +157.1% | +23.8% | +133.2% | +138.5% |
| 1Y | +208.5% | +11.6% | +196.9% | +199.0% |
| 3Y | +906.2% | +403.5% | +502.7% | +444.4% |
| 5Y | +893.4% | +647.0% | +246.4% | +322.3% |
| All | +1,308.2% | +1,919.9% | -611.7% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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