+4,407.5%
MU vs BA
+24.8%
+4,382.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | -1.1% | +13.9% | +13.3% |
| 30D | -14.9% | -7.1% | -7.7% | -12.5% |
| 3M | -18.0% | -25.5% | +7.5% | -7.6% |
| 6M | -3.1% | -28.7% | +25.6% | +10.8% |
| YTD | +172.9% | -21.0% | +193.9% | +198.1% |
| 1Y | +228.8% | -11.9% | +240.7% | +242.2% |
| 3Y | +950.8% | -16.2% | +967.0% | +978.8% |
| 5Y | +931.3% | -22.4% | +953.6% | +957.3% |
| All | +4,407.5% | +24.8% | +4,382.7% | +4,013.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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