+5,731.6%
MU vs VTRS
-48.4%
+5,780.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.1% | -2.2% | -1.9% | -3.3% |
| 30D | +7.0% | +3.3% | +3.7% | +5.7% |
| 3M | -2.1% | +2.0% | -4.0% | -3.6% |
| 6M | +133.1% | +19.9% | +113.1% | +114.9% |
| YTD | +241.9% | +35.7% | +206.2% | +199.7% |
| 1Y | +548.8% | +68.1% | +480.7% | +424.0% |
| 3Y | +1,308.2% | +87.1% | +1,221.1% | +959.6% |
| 5Y | +1,260.7% | +47.6% | +1,213.1% | +980.5% |
| All | +5,731.6% | -48.4% | +5,780.0% | +5,887.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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