+4,609.2%
MU vs AGI
+355.0%
+4,254.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.8% | +14.6% | +12.2% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -18.0% | -7.6% | -10.4% | -17.4% |
| 3M | -6.6% | -10.2% | +3.6% | -5.8% |
| 6M | +2.0% | -31.5% | +33.5% | +5.2% |
| YTD | +184.5% | -22.0% | +206.5% | +189.3% |
| 1Y | +236.9% | -7.9% | +244.8% | +238.4% |
| 3Y | +987.0% | +137.6% | +849.4% | +932.2% |
| 5Y | +1,014.6% | +256.7% | +757.9% | +939.1% |
| 10Y | +4,609.2% | +405.2% | +4,204.0% | +4,430.9% |
| All | +4,609.2% | +355.0% | +4,254.2% | +4,430.9% |
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