+4,407.5%
MU vs VWO
+111.9%
+4,295.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +12.8% | +2.0% | +10.8% | +9.9% |
| 30D | -14.9% | -4.3% | -10.6% | -8.1% |
| 3M | -18.0% | -6.4% | -11.7% | -8.5% |
| 6M | -3.1% | -5.6% | +2.5% | +10.7% |
| YTD | +172.9% | +5.2% | +167.7% | +172.1% |
| 1Y | +228.8% | +5.2% | +223.7% | +229.8% |
| 3Y | +950.8% | +55.5% | +895.3% | +556.2% |
| 5Y | +931.3% | +25.6% | +905.7% | +758.8% |
| All | +4,407.5% | +111.9% | +4,295.6% | +2,198.3% |
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