+3,703.6%
MU vs VST
+866.2%
+2,837.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.2% | -11.3% | -14.9% |
| 7D | -29.7% | -19.9% | -9.8% | -22.8% |
| 30D | -37.2% | -29.7% | -7.5% | -27.4% |
| 3M | -26.5% | -19.6% | -6.9% | -19.8% |
| 6M | +2.6% | -29.4% | +32.0% | +18.8% |
| YTD | +130.1% | -29.7% | +159.9% | +164.6% |
| 1Y | +176.7% | -40.0% | +216.7% | +236.6% |
| 3Y | +813.1% | +231.0% | +582.1% | +479.4% |
| 5Y | +822.0% | +500.1% | +321.9% | +370.3% |
| 10Y | +3,936.2% | +1,004.2% | +2,932.0% | +1,633.1% |
| All | +3,703.6% | +866.2% | +2,837.4% | +1,539.0% |
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