+265.1%
MU vs VST
-35.7%
+300.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -13.8% | +6.8% | +1.4% |
| 7D | -19.1% | -15.7% | -3.4% | -10.5% |
| 30D | -25.2% | -17.0% | -8.3% | -17.4% |
| 3M | -10.9% | -15.9% | +5.0% | -2.4% |
| 6M | +38.0% | -25.0% | +63.0% | +63.0% |
| YTD | +178.8% | -25.1% | +203.9% | +220.4% |
| 1Y | +265.1% | -34.9% | +300.0% | +357.3% |
| All | +265.1% | -35.7% | +300.8% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling