+4,524.1%
MU vs ESI
+321.1%
+4,203.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.1% |
| 7D | +21.6% | +8.3% | +13.3% | +15.4% |
| 30D | -16.2% | -10.4% | -5.8% | -8.5% |
| 3M | -12.4% | -13.2% | +0.8% | -2.6% |
| 6M | +4.2% | -23.9% | +28.1% | +30.6% |
| YTD | +180.0% | +34.2% | +145.8% | +142.6% |
| 1Y | +226.4% | +22.2% | +204.2% | +200.5% |
| 3Y | +969.7% | +79.2% | +890.5% | +689.6% |
| 5Y | +957.9% | +38.1% | +919.8% | +795.4% |
| All | +4,524.1% | +321.1% | +4,203.0% | +2,137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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