+960.1%
MU vs BIYA
-99.8%
+1,059.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +2.7% | +4.4% | +7.2% |
| 30D | +14.0% | -18.7% | +32.7% | +13.8% |
| 3M | +5.4% | -72.0% | +77.4% | +4.9% |
| 6M | +170.3% | -86.4% | +256.7% | +171.2% |
| YTD | +250.7% | -94.2% | +344.8% | +261.8% |
| 1Y | +662.1% | -98.4% | +760.5% | +716.2% |
| All | +960.1% | -99.8% | +1,059.8% | +1,046.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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