+1,097.1%
MU vs AS
+120.4%
+976.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.5% | +4.7% |
| 7D | +9.0% | -4.9% | +13.9% | +11.1% |
| 30D | +13.8% | -19.6% | +33.4% | +23.3% |
| 3M | +2.1% | -14.4% | +16.5% | +7.1% |
| 6M | +153.8% | -20.1% | +173.9% | +173.2% |
| YTD | +256.4% | -20.9% | +277.3% | +283.2% |
| 1Y | +719.8% | -21.9% | +741.6% | +782.1% |
| All | +1,097.1% | +120.4% | +976.8% | +789.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling