+1,265.4%
MU vs VSXY
+37.7%
+1,227.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +3.5% |
| 7D | +7.5% | -10.7% | +18.2% | +9.9% |
| 30D | +19.4% | -24.3% | +43.6% | +26.2% |
| 3M | +9.8% | +1.0% | +8.8% | +8.4% |
| 6M | +164.1% | +57.4% | +106.8% | +128.7% |
| YTD | +260.3% | +39.8% | +220.5% | +217.7% |
| 1Y | +661.2% | +196.5% | +464.7% | +458.9% |
| 3Y | +1,380.8% | +357.2% | +1,023.6% | +785.7% |
| 5Y | +1,346.4% | +18.9% | +1,327.5% | +1,048.6% |
| All | +1,265.4% | +37.7% | +1,227.8% | +954.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling