+3,773.6%
MU vs CSGP
+71.3%
+3,702.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.6% | -15.8% | -16.9% |
| 7D | -29.7% | +13.9% | -43.6% | -32.9% |
| 30D | -37.2% | +16.0% | -53.2% | -41.7% |
| 3M | -26.5% | +6.1% | -32.6% | -30.3% |
| 6M | +2.6% | -8.2% | +10.7% | -0.9% |
| YTD | +130.1% | -52.3% | +182.5% | +196.7% |
| 1Y | +176.7% | -54.5% | +231.2% | +264.3% |
| 3Y | +813.1% | -58.6% | +871.7% | +1,121.5% |
| 5Y | +822.0% | -61.5% | +883.5% | +1,131.1% |
| All | +3,773.6% | +71.3% | +3,702.3% | +1,920.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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