+5,731.6%
MU vs VWO
+117.1%
+5,614.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.2% |
| 7D | -4.1% | -1.8% | -2.3% | -1.5% |
| 30D | +7.0% | -0.1% | +7.1% | +7.4% |
| 3M | -2.1% | +2.2% | -4.3% | -3.0% |
| 6M | +133.1% | +8.8% | +124.3% | +116.3% |
| YTD | +241.9% | +12.4% | +229.5% | +206.2% |
| 1Y | +548.8% | +15.6% | +533.2% | +467.3% |
| 3Y | +1,308.2% | +62.5% | +1,245.7% | +716.6% |
| 5Y | +1,260.7% | +34.3% | +1,226.5% | +918.0% |
| All | +5,731.6% | +117.1% | +5,614.5% | +2,744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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