+4,277.4%
MU vs VSH
+117.5%
+4,159.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.1% |
| 7D | -15.2% | -1.6% | -13.6% | -14.0% |
| 30D | -29.5% | -21.3% | -8.2% | -17.2% |
| 3M | -15.8% | -18.9% | +3.1% | -4.7% |
| 6M | -2.9% | -21.4% | +18.6% | +10.6% |
| YTD | +154.2% | +86.8% | +67.4% | +56.2% |
| 1Y | +186.6% | +85.8% | +100.8% | +76.6% |
| 3Y | +871.5% | +30.1% | +841.3% | +619.8% |
| 5Y | +911.7% | +42.8% | +868.9% | +579.1% |
| 10Y | +4,277.4% | +121.2% | +4,156.2% | +1,939.3% |
| All | +4,277.4% | +117.5% | +4,159.9% | +1,939.3% |
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