+661.2%
MU vs COST
-6.4%
+667.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +1.8% |
| 7D | +7.5% | -2.8% | +10.3% | +4.2% |
| 30D | +19.4% | -5.3% | +24.6% | +12.9% |
| 3M | +9.8% | -6.7% | +16.5% | +4.7% |
| 6M | +164.1% | -9.9% | +174.1% | +147.4% |
| YTD | +260.3% | +5.1% | +255.2% | +258.2% |
| 1Y | +661.2% | -7.3% | +668.5% | +624.2% |
| All | +661.2% | -6.4% | +667.6% | +624.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling