+6,028.8%
MU vs BA
+75.3%
+5,953.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.7% |
| 7D | +9.0% | +1.2% | +7.8% | +8.5% |
| 30D | +13.8% | -11.6% | +25.4% | +20.0% |
| 3M | +2.1% | -2.4% | +4.5% | +3.0% |
| 6M | +153.8% | -6.6% | +160.4% | +160.2% |
| YTD | +256.4% | -2.2% | +258.6% | +257.7% |
| 1Y | +719.8% | -8.0% | +727.8% | +740.5% |
| 3Y | +1,360.4% | -5.0% | +1,365.4% | +1,328.3% |
| 5Y | +1,312.4% | -2.7% | +1,315.1% | +1,221.1% |
| All | +6,028.8% | +75.3% | +5,953.6% | +3,974.5% |
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