+721.4%
MU vs AMRZ
-17.3%
+738.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.1% |
| 7D | +7.2% | -2.0% | +9.2% | +8.0% |
| 30D | +14.0% | -9.8% | +23.8% | +18.5% |
| 3M | +5.4% | -17.2% | +22.6% | +13.3% |
| 6M | +170.3% | -26.9% | +197.2% | +202.7% |
| YTD | +250.7% | -21.5% | +272.1% | +282.6% |
| 1Y | +662.1% | -22.9% | +685.0% | +708.1% |
| All | +721.4% | -17.3% | +738.7% | +760.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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