+5,744.5%
MU vs AGI
+388.4%
+5,356.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.6% |
| 7D | +2.0% | -5.4% | +7.4% | +2.5% |
| 30D | +12.5% | +6.6% | +5.9% | +11.8% |
| 3M | +9.6% | +8.2% | +1.4% | +8.5% |
| 6M | +142.6% | -29.3% | +171.9% | +148.3% |
| YTD | +242.7% | -7.4% | +250.0% | +243.1% |
| 1Y | +599.3% | +7.9% | +591.4% | +592.5% |
| 3Y | +1,308.3% | +206.2% | +1,102.1% | +1,217.2% |
| 5Y | +1,263.7% | +397.6% | +866.1% | +1,153.9% |
| All | +5,744.5% | +388.4% | +5,356.1% | +5,435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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