+1,362.4%
MU vs DASH
+152.1%
+1,210.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.6% | +10.7% | +7.4% |
| 7D | +9.0% | -10.6% | +19.5% | +12.2% |
| 30D | +13.8% | +2.2% | +11.7% | +12.8% |
| 3M | +2.1% | +32.3% | -30.2% | -7.1% |
| 6M | +153.8% | +19.1% | +134.7% | +135.2% |
| YTD | +256.4% | -6.5% | +262.9% | +261.2% |
| 1Y | +719.8% | -14.9% | +734.7% | +754.6% |
| All | +1,362.4% | +152.1% | +1,210.4% | +1,013.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling