+1,346.4%
MU vs AGI
+392.7%
+953.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.5% |
| 7D | +7.5% | +2.2% | +5.3% | +6.9% |
| 30D | +19.4% | +11.3% | +8.1% | +16.5% |
| 3M | +9.8% | +5.6% | +4.2% | +7.7% |
| 6M | +164.1% | -27.7% | +191.8% | +176.9% |
| YTD | +260.3% | -4.1% | +264.4% | +257.0% |
| 1Y | +661.2% | +13.8% | +647.4% | +630.0% |
| 3Y | +1,380.8% | +217.0% | +1,163.8% | +1,105.9% |
| 5Y | +1,346.4% | +404.3% | +942.0% | +1,043.3% |
| All | +1,346.4% | +392.7% | +953.7% | +1,043.3% |
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