+5,778.3%
MU vs VSH
+170.2%
+5,608.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | +7.2% | +6.2% | +0.9% | +2.7% |
| 30D | +14.0% | -11.1% | +25.1% | +23.6% |
| 3M | +5.4% | -44.9% | +50.3% | +60.3% |
| 6M | +170.3% | +90.0% | +80.3% | +67.5% |
| YTD | +250.7% | +118.8% | +131.9% | +97.5% |
| 1Y | +662.1% | +109.0% | +553.1% | +339.3% |
| 3Y | +1,341.2% | +35.6% | +1,305.6% | +961.2% |
| 5Y | +1,319.3% | +66.7% | +1,252.6% | +774.0% |
| 10Y | +5,778.3% | +167.9% | +5,610.4% | +2,431.3% |
| All | +5,778.3% | +170.2% | +5,608.1% | +2,431.3% |
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