+4,271.9%
MU vs VSH
+128.2%
+4,143.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.4% | -7.2% | -3.3% |
| 7D | -12.0% | +3.5% | -15.5% | -14.0% |
| 30D | -28.7% | -22.4% | -6.3% | -15.4% |
| 3M | -16.4% | -25.2% | +8.7% | 0.0% |
| 6M | -1.8% | -22.5% | +20.7% | +13.0% |
| YTD | +157.1% | +84.2% | +72.9% | +59.5% |
| 1Y | +208.5% | +87.1% | +121.4% | +89.4% |
| 3Y | +906.2% | +31.7% | +874.5% | +638.8% |
| 5Y | +893.4% | +42.6% | +850.8% | +567.2% |
| 10Y | +4,271.9% | +116.6% | +4,155.3% | +1,959.5% |
| All | +4,271.9% | +128.2% | +4,143.6% | +1,959.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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