+808.8%
MU vs VST
+229.5%
+579.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.2% | -11.3% | -14.5% |
| 7D | -29.7% | -19.9% | -9.8% | -21.8% |
| 30D | -37.2% | -29.7% | -7.5% | -25.9% |
| 3M | -26.5% | -19.6% | -6.9% | -18.8% |
| 6M | +2.6% | -29.4% | +32.0% | +21.1% |
| YTD | +130.1% | -29.7% | +159.9% | +169.1% |
| 1Y | +176.7% | -40.0% | +216.7% | +244.6% |
| All | +808.8% | +229.5% | +579.4% | +574.2% |
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