+1,384.0%
MU vs VWO
+64.3%
+1,319.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +4.0% |
| 7D | +7.5% | +0.2% | +7.3% | +7.2% |
| 30D | +19.4% | +0.9% | +18.5% | +17.4% |
| 3M | +9.8% | +4.3% | +5.6% | +4.1% |
| 6M | +164.1% | +10.5% | +153.6% | +130.0% |
| YTD | +260.3% | +13.4% | +246.9% | +202.5% |
| 1Y | +661.2% | +18.6% | +642.6% | +502.1% |
| All | +1,384.0% | +64.3% | +1,319.7% | +647.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling