+6,174.1%
MU vs CSGP
+3,520.0%
+2,654.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -11.0% | -8.4% |
| 7D | -19.1% | +18.3% | -37.4% | -24.2% |
| 30D | -25.2% | +17.8% | -43.0% | -31.1% |
| 3M | -10.9% | +9.3% | -20.2% | -16.5% |
| 6M | +38.0% | -7.9% | +45.9% | +32.3% |
| YTD | +178.8% | -51.5% | +230.4% | +231.3% |
| 1Y | +265.1% | -53.3% | +318.5% | +339.1% |
| 3Y | +1,006.2% | -57.9% | +1,064.1% | +1,261.3% |
| 5Y | +1,027.5% | -61.3% | +1,088.8% | +1,298.9% |
| 10Y | +4,789.9% | +77.5% | +4,712.3% | +3,380.8% |
| All | +6,174.1% | +3,520.0% | +2,654.1% | +1,726.0% |
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