-3.8%
MUJ vs VOO
+80.3%
-84.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | -2.8% | -1.7% | -1.1% | -2.4% |
| 3M | -2.9% | +4.7% | -7.6% | -3.8% |
| 6M | -2.1% | +12.6% | -14.7% | -4.5% |
| YTD | +3.4% | +11.8% | -8.3% | +1.0% |
| 1Y | +10.0% | +17.5% | -7.6% | +6.2% |
| 3Y | +29.6% | +77.0% | -47.4% | +14.6% |
| 5Y | -3.8% | +82.6% | -86.3% | -16.2% |
| All | -3.8% | +80.3% | -84.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling