+1,014.6%
MU vs AGI
+260.0%
+754.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.8% | +14.6% | +12.5% |
| 7D | +2.0% | 0.0% | +2.0% | +1.8% |
| 30D | -18.0% | -7.6% | -10.4% | -16.8% |
| 3M | -6.6% | -10.2% | +3.6% | -4.8% |
| 6M | +2.0% | -31.5% | +33.5% | +9.2% |
| YTD | +184.5% | -22.0% | +206.5% | +193.8% |
| 1Y | +236.9% | -7.9% | +244.8% | +236.8% |
| 3Y | +987.0% | +137.6% | +849.4% | +821.3% |
| 5Y | +1,014.6% | +256.7% | +757.9% | +864.0% |
| All | +1,014.6% | +260.0% | +754.6% | +864.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling