+176.7%
MU vs VST
-39.0%
+215.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.2% | -11.3% | -13.5% |
| 7D | -29.7% | -19.9% | -9.8% | -19.3% |
| 30D | -37.2% | -29.7% | -7.5% | -22.2% |
| 3M | -26.5% | -19.6% | -6.9% | -16.7% |
| 6M | +2.6% | -29.4% | +32.0% | +26.5% |
| YTD | +130.1% | -29.7% | +159.9% | +176.6% |
| 1Y | +176.7% | -40.0% | +216.7% | +258.4% |
| All | +176.7% | -39.0% | +215.7% | +258.4% |
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