+1,076.8%
MU vs BTSG
+416.6%
+660.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | +7.5% | +2.9% | +4.6% | +6.0% |
| 30D | +19.4% | +0.9% | +18.5% | +18.3% |
| 3M | +9.8% | +1.6% | +8.2% | +9.2% |
| 6M | +164.1% | +46.8% | +117.4% | +128.5% |
| YTD | +260.3% | +65.5% | +194.8% | +199.5% |
| 1Y | +661.2% | +136.2% | +524.9% | +462.5% |
| All | +1,076.8% | +416.6% | +660.2% | +536.4% |
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