+189.8%
MU vs CSGP
-56.4%
+246.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.7% | +9.8% | +2.7% |
| 7D | -22.0% | +1.3% | -23.3% | -21.2% |
| 30D | -36.6% | +10.7% | -47.3% | -31.8% |
| 3M | -21.7% | +3.3% | -25.0% | -17.9% |
| 6M | +3.5% | -10.3% | +13.9% | +8.1% |
| YTD | +141.9% | -54.6% | +196.5% | +167.8% |
| 1Y | +189.8% | -54.6% | +244.5% | +219.6% |
| All | +189.8% | -56.4% | +246.2% | +219.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling