+1,362.4%
MU vs CSGP
-61.9%
+1,424.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +6.1% |
| 7D | +9.0% | -4.1% | +13.0% | +9.0% |
| 30D | +13.8% | +2.3% | +11.5% | +13.6% |
| 3M | +2.1% | -8.2% | +10.3% | +3.6% |
| 6M | +153.8% | -35.1% | +188.9% | +182.5% |
| YTD | +256.4% | -54.0% | +310.4% | +346.5% |
| 1Y | +719.8% | -65.3% | +785.1% | +1,063.9% |
| All | +1,362.4% | -61.9% | +1,424.4% | +1,806.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling