+855.4%
MU vs ESI
+67.9%
+787.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +3.3% |
| 7D | -22.0% | -8.5% | -13.5% | -14.2% |
| 30D | -36.6% | -15.7% | -20.9% | -24.8% |
| 3M | -21.7% | -18.2% | -3.5% | -5.0% |
| 6M | +3.5% | -28.8% | +32.4% | +48.0% |
| YTD | +141.9% | +26.3% | +115.7% | +109.0% |
| 1Y | +189.8% | +18.2% | +171.6% | +165.1% |
| 3Y | +855.4% | +68.1% | +787.3% | +598.5% |
| All | +855.4% | +67.9% | +787.4% | +598.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling