+791.3%
MU vs BTSG
+493.4%
+297.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | +6.0% | +6.8% | +9.9% |
| 30D | -14.9% | +12.4% | -27.3% | -19.0% |
| 3M | -18.0% | +18.2% | -36.3% | -24.4% |
| 6M | -3.1% | +26.0% | -29.2% | -12.1% |
| YTD | +172.9% | +90.1% | +82.8% | +112.9% |
| 1Y | +228.8% | +124.3% | +104.6% | +142.9% |
| All | +791.3% | +493.4% | +297.9% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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