+1,362.4%
MU vs VST
+372.0%
+990.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +4.5% |
| 7D | +9.0% | +8.9% | +0.1% | +4.8% |
| 30D | +13.8% | +6.2% | +7.6% | +10.7% |
| 3M | +2.1% | -2.7% | +4.8% | +4.5% |
| 6M | +153.8% | -8.4% | +162.2% | +165.2% |
| YTD | +256.4% | -7.2% | +263.6% | +266.9% |
| 1Y | +719.8% | -20.9% | +740.7% | +795.0% |
| All | +1,362.4% | +372.0% | +990.5% | +837.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling