+822.0%
MU vs VST
+515.1%
+306.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.2% | -11.3% | -14.6% |
| 7D | -29.7% | -19.9% | -9.8% | -22.0% |
| 30D | -37.2% | -29.7% | -7.5% | -26.3% |
| 3M | -26.5% | -19.6% | -6.9% | -19.1% |
| 6M | +2.6% | -29.4% | +32.0% | +20.5% |
| YTD | +130.1% | -29.7% | +159.9% | +167.9% |
| 1Y | +176.7% | -40.0% | +216.7% | +242.6% |
| 3Y | +813.1% | +231.0% | +582.1% | +456.3% |
| 5Y | +822.0% | +500.1% | +321.9% | +339.3% |
| All | +822.0% | +515.1% | +306.9% | +339.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling