+7,919.3%
MU vs CSGP
+3,334.4%
+4,584.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +7.0% |
| 7D | +9.0% | -4.1% | +13.0% | +10.5% |
| 30D | +13.8% | +2.3% | +11.5% | +12.1% |
| 3M | +2.1% | -8.2% | +10.3% | +1.5% |
| 6M | +153.8% | -35.1% | +188.9% | +182.1% |
| YTD | +256.4% | -54.0% | +310.4% | +342.9% |
| 1Y | +719.8% | -65.3% | +785.1% | +1,026.5% |
| 3Y | +1,360.4% | -62.6% | +1,422.9% | +1,823.5% |
| 5Y | +1,312.4% | -64.8% | +1,377.2% | +1,755.4% |
| 10Y | +6,142.6% | +45.1% | +6,097.5% | +4,791.5% |
| All | +7,919.3% | +3,334.4% | +4,584.9% | +2,341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling