+189.8%
MU vs DASH
-12.8%
+202.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.5% | +6.3% |
| 7D | -12.0% | -4.8% | -7.3% | -11.6% |
| 30D | -28.7% | -7.9% | -20.8% | -28.2% |
| 3M | -16.4% | -16.3% | -0.1% | -15.9% |
| 6M | -1.8% | +10.4% | -12.2% | -2.0% |
| YTD | +157.1% | -20.1% | +177.2% | +180.2% |
| All | +189.8% | -12.8% | +202.6% | +192.8% |
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