+6,169.9%
MU vs CRS
+1,345.8%
+4,824.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.5% | -0.5% | +8.0% | +7.8% |
| 30D | +19.4% | -18.1% | +37.5% | +29.6% |
| 3M | +9.8% | -12.4% | +22.3% | +16.8% |
| 6M | +164.1% | +15.9% | +148.2% | +150.0% |
| YTD | +260.3% | +45.8% | +214.5% | +208.4% |
| 1Y | +661.2% | +87.8% | +573.4% | +482.0% |
| 3Y | +1,380.8% | +648.7% | +732.1% | +529.0% |
| 5Y | +1,346.4% | +1,416.6% | -70.3% | +335.0% |
| 10Y | +6,169.9% | +1,412.7% | +4,757.2% | +1,679.8% |
| All | +6,169.9% | +1,345.8% | +4,824.2% | +1,679.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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