+1,225.3%
MU vs VRT
+1,742.5%
-517.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.7% | +3.6% |
| 7D | -22.0% | -21.4% | -0.7% | -12.8% |
| 30D | -36.6% | -25.8% | -10.8% | -27.5% |
| 3M | -21.7% | -33.5% | +11.8% | -6.7% |
| 6M | +3.5% | -49.0% | +52.6% | +39.6% |
| YTD | +141.9% | +12.9% | +129.0% | +134.0% |
| 1Y | +189.8% | 0.0% | +189.8% | +194.9% |
| 3Y | +855.4% | +361.8% | +493.6% | +438.0% |
| 5Y | +869.2% | +565.1% | +304.0% | +333.6% |
| All | +1,225.3% | +1,742.5% | -517.2% | +308.5% |
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