+4,524.1%
MU vs AG
+80.4%
+4,443.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -0.7% |
| 7D | +21.6% | -6.0% | +27.7% | +23.0% |
| 30D | -16.2% | -14.3% | -1.9% | -14.0% |
| 3M | -12.4% | -26.9% | +14.6% | -7.7% |
| 6M | +4.2% | -42.1% | +46.3% | +13.9% |
| YTD | +180.0% | -15.9% | +195.8% | +186.2% |
| 1Y | +226.4% | +11.5% | +214.9% | +220.0% |
| 3Y | +969.7% | +208.0% | +761.7% | +793.4% |
| 5Y | +957.9% | +2.4% | +955.5% | +862.9% |
| All | +4,524.1% | +80.4% | +4,443.7% | +3,700.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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