+1,315.7%
MU vs CSGP
-64.7%
+1,380.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +6.6% |
| 7D | +9.0% | -4.1% | +13.0% | +9.8% |
| 30D | +13.8% | +2.3% | +11.5% | +12.8% |
| 3M | +2.1% | -8.2% | +10.3% | +2.7% |
| 6M | +153.8% | -35.1% | +188.9% | +185.4% |
| YTD | +256.4% | -54.0% | +310.4% | +353.9% |
| 1Y | +719.8% | -65.3% | +785.1% | +1,077.8% |
| 3Y | +1,360.4% | -62.6% | +1,422.9% | +1,875.2% |
| All | +1,315.7% | -64.7% | +1,380.4% | +1,644.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling