+847.8%
MU vs VSH
+24.4%
+823.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +1.1% |
| 7D | -22.0% | -12.9% | -9.1% | -13.6% |
| 30D | -36.6% | -36.9% | +0.3% | -13.2% |
| 3M | -21.7% | -28.8% | +7.0% | -3.5% |
| 6M | +3.5% | -30.3% | +33.8% | +29.9% |
| YTD | +141.9% | +62.4% | +79.6% | +70.4% |
| 1Y | +189.8% | +62.5% | +127.3% | +104.0% |
| 3Y | +855.4% | +7.4% | +848.0% | +742.7% |
| All | +847.8% | +24.4% | +823.5% | +583.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling