+4,271.9%
MU vs ESI
+323.5%
+3,948.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.1% | +2.7% |
| 7D | -12.0% | -3.5% | -8.6% | -9.0% |
| 30D | -28.7% | -9.3% | -19.5% | -23.1% |
| 3M | -16.4% | -12.8% | -3.7% | -7.5% |
| 6M | -1.8% | -24.6% | +22.8% | +23.8% |
| YTD | +157.1% | +32.7% | +124.3% | +124.1% |
| 1Y | +208.5% | +20.3% | +188.2% | +186.6% |
| 3Y | +906.2% | +80.2% | +826.0% | +640.8% |
| 5Y | +893.4% | +40.0% | +853.4% | +735.8% |
| 10Y | +4,271.9% | +310.8% | +3,961.1% | +2,206.7% |
| All | +4,271.9% | +323.5% | +3,948.4% | +2,206.7% |
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