+4,524.1%
MU vs COST
+755.3%
+3,768.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +21.6% | +2.5% | +19.1% | +20.3% |
| 30D | -16.2% | +14.6% | -30.8% | -22.4% |
| 3M | -12.4% | +15.2% | -27.6% | -19.5% |
| 6M | +4.2% | +7.2% | -3.0% | -2.4% |
| YTD | +180.0% | +27.4% | +152.6% | +132.2% |
| 1Y | +226.4% | +20.2% | +206.2% | +180.7% |
| 3Y | +969.7% | +96.9% | +872.9% | +540.9% |
| 5Y | +957.9% | +122.8% | +835.1% | +473.5% |
| All | +4,524.1% | +755.3% | +3,768.8% | +1,308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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