+1,315.7%
MU vs ESI
+72.3%
+1,243.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +3.6% |
| 7D | +9.0% | +3.3% | +5.7% | +6.0% |
| 30D | +13.8% | -5.9% | +19.7% | +19.9% |
| 3M | +2.1% | -14.1% | +16.2% | +19.7% |
| 6M | +153.8% | +6.6% | +147.2% | +152.7% |
| YTD | +256.4% | +45.0% | +211.4% | +174.6% |
| 1Y | +719.8% | +41.5% | +678.3% | +545.3% |
| 3Y | +1,360.4% | +78.8% | +1,281.6% | +859.0% |
| All | +1,315.7% | +72.3% | +1,243.3% | +858.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling