+265.1%
MU vs DASH
-16.7%
+281.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.3% | -15.3% | -6.4% |
| 7D | -19.1% | +17.2% | -36.3% | -18.3% |
| 30D | -25.2% | +3.6% | -28.8% | -24.6% |
| 3M | -10.9% | -1.9% | -9.0% | -10.3% |
| 6M | +38.0% | +15.1% | +22.9% | +38.3% |
| YTD | +178.8% | -12.3% | +191.1% | +191.6% |
| 1Y | +265.1% | -17.2% | +282.4% | +283.8% |
| All | +265.1% | -16.7% | +281.9% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling