+106,206.6%
MU vs VSH
+1,674.8%
+104,531.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +3.6% |
| 7D | +9.0% | +4.1% | +4.9% | +6.6% |
| 30D | +13.8% | -4.2% | +18.0% | +16.0% |
| 3M | +2.1% | -50.0% | +52.1% | +51.5% |
| 6M | +153.8% | +80.2% | +73.6% | +81.7% |
| YTD | +256.4% | +121.1% | +135.3% | +128.8% |
| 1Y | +719.8% | +112.0% | +607.8% | +436.7% |
| 3Y | +1,360.4% | +22.5% | +1,337.8% | +1,143.0% |
| 5Y | +1,312.4% | +64.0% | +1,248.4% | +923.8% |
| 10Y | +6,142.6% | +170.4% | +5,972.2% | +3,346.8% |
| All | +106,206.6% | +1,674.8% | +104,531.8% | +21,322.6% |
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