+712.7%
MU vs AS
+134.9%
+577.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | -22.0% | +6.9% | -28.9% | -24.0% |
| 30D | -36.6% | +16.0% | -52.6% | -40.2% |
| 3M | -21.7% | -12.8% | -8.9% | -18.2% |
| 6M | +3.5% | -15.4% | +18.9% | +8.8% |
| YTD | +141.9% | -15.7% | +157.7% | +152.6% |
| 1Y | +189.8% | +6.1% | +183.8% | +176.1% |
| All | +712.7% | +134.9% | +577.8% | +486.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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