+934.2%
MU vs VSXY
+93.0%
+841.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +12.8% | -1.7% | +14.5% | +13.2% |
| 30D | -14.9% | +20.1% | -35.0% | -18.3% |
| 3M | -18.0% | +16.6% | -34.6% | -21.5% |
| 6M | -3.1% | +134.9% | -138.1% | -23.1% |
| YTD | +172.9% | +96.0% | +76.9% | +122.5% |
| 1Y | +228.8% | +203.8% | +25.1% | +140.1% |
| 3Y | +950.8% | +465.3% | +485.5% | +507.5% |
| 5Y | +931.3% | +106.3% | +824.9% | +652.5% |
| All | +934.2% | +93.0% | +841.1% | +638.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling