+153.8%
MU vs CSGP
-34.0%
+187.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +3.9% |
| 7D | +9.0% | -4.1% | +13.0% | +5.2% |
| 30D | +13.8% | +2.3% | +11.5% | +17.2% |
| 3M | +2.1% | -8.2% | +10.3% | +2.3% |
| 6M | +153.8% | -35.1% | +188.9% | +124.3% |
| All | +153.8% | -34.0% | +187.8% | +124.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling