+891.0%
MU vs DASH
-1.3%
+892.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.3% | +5.2% |
| 7D | -22.0% | +0.4% | -22.4% | -22.1% |
| 30D | -36.6% | -6.0% | -30.5% | -35.8% |
| 3M | -21.7% | -15.8% | -6.0% | -18.9% |
| 6M | +3.5% | +7.0% | -3.4% | -0.8% |
| YTD | +141.9% | -20.7% | +162.6% | +149.3% |
| 1Y | +189.8% | -8.5% | +198.4% | +186.3% |
| 3Y | +855.4% | +101.8% | +753.6% | +659.1% |
| 5Y | +869.2% | -9.6% | +878.7% | +695.1% |
| All | +891.0% | -1.3% | +892.3% | +680.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling