+1,250.6%
MU vs VSXY
+37.4%
+1,213.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.5% |
| 7D | +9.0% | -14.0% | +23.0% | +12.4% |
| 30D | +13.8% | -15.9% | +29.7% | +17.5% |
| 3M | +2.1% | +3.4% | -1.3% | +0.2% |
| 6M | +153.8% | +25.9% | +127.9% | +131.6% |
| YTD | +256.4% | +39.5% | +216.9% | +214.7% |
| 1Y | +719.8% | +194.4% | +525.4% | +503.4% |
| 3Y | +1,360.4% | +281.4% | +1,078.9% | +817.9% |
| 5Y | +1,312.4% | +12.8% | +1,299.6% | +1,025.0% |
| All | +1,250.6% | +37.4% | +1,213.2% | +944.7% |
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