+5,789.9%
MU vs VST
+1,175.7%
+4,614.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +4.7% |
| 7D | +9.0% | +8.9% | +0.1% | +5.3% |
| 30D | +13.8% | +6.2% | +7.6% | +11.1% |
| 3M | +2.1% | -2.7% | +4.8% | +4.3% |
| 6M | +153.8% | -8.4% | +162.2% | +164.3% |
| YTD | +256.4% | -7.2% | +263.6% | +266.5% |
| 1Y | +719.8% | -20.9% | +740.7% | +789.6% |
| 3Y | +1,360.4% | +384.0% | +976.4% | +699.4% |
| 5Y | +1,312.4% | +757.1% | +555.4% | +525.2% |
| All | +5,789.9% | +1,175.7% | +4,614.2% | +2,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling