+106,206.6%
MU vs CRS
+10,171.0%
+96,035.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.4% |
| 7D | +9.0% | -0.2% | +9.2% | +9.1% |
| 30D | +13.8% | -16.6% | +30.4% | +22.8% |
| 3M | +2.1% | -3.5% | +5.6% | +4.3% |
| 6M | +153.8% | +15.4% | +138.4% | +139.7% |
| YTD | +256.4% | +51.2% | +205.2% | +197.6% |
| 1Y | +719.8% | +98.3% | +621.5% | +503.1% |
| 3Y | +1,360.4% | +651.5% | +708.8% | +485.1% |
| 5Y | +1,312.4% | +1,411.1% | -98.7% | +295.2% |
| 10Y | +6,142.6% | +1,424.3% | +4,718.2% | +1,362.0% |
| All | +106,206.6% | +10,171.0% | +96,035.6% | +9,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling