+977.4%
MU vs BIYA
-99.8%
+1,077.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.1% |
| 7D | +9.0% | +1.3% | +7.6% | +9.0% |
| 30D | +13.8% | -21.0% | +34.8% | +13.6% |
| 3M | +2.1% | -74.3% | +76.4% | +1.7% |
| 6M | +153.8% | -84.6% | +238.4% | +153.0% |
| YTD | +256.4% | -94.2% | +350.6% | +267.7% |
| 1Y | +719.8% | -98.2% | +818.0% | +773.7% |
| All | +977.4% | -99.8% | +1,077.2% | +1,065.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling