+1,064.0%
MU vs BTSG
+406.1%
+657.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.6% |
| 7D | +9.0% | +2.7% | +6.3% | +7.6% |
| 30D | +13.8% | -3.6% | +17.4% | +15.2% |
| 3M | +2.1% | +5.8% | -3.7% | +0.1% |
| 6M | +153.8% | +44.7% | +109.1% | +121.3% |
| YTD | +256.4% | +62.2% | +194.2% | +199.1% |
| 1Y | +719.8% | +152.1% | +567.7% | +495.0% |
| All | +1,064.0% | +406.1% | +657.9% | +535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling