+72,065.9%
MU vs VSH
+1,203.4%
+70,862.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +1.9% |
| 7D | -22.0% | -12.9% | -9.1% | -15.1% |
| 30D | -36.6% | -36.9% | +0.3% | -17.8% |
| 3M | -21.7% | -28.8% | +7.0% | -6.5% |
| 6M | +3.5% | -30.3% | +33.8% | +25.5% |
| YTD | +141.9% | +62.4% | +79.6% | +83.1% |
| 1Y | +189.8% | +62.5% | +127.3% | +119.5% |
| 3Y | +855.4% | +7.4% | +848.0% | +773.1% |
| 5Y | +869.2% | +25.4% | +843.7% | +711.1% |
| 10Y | +4,142.8% | +102.6% | +4,040.2% | +2,636.0% |
| All | +72,065.9% | +1,203.4% | +70,862.5% | +17,046.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling