+4,337.4%
MU vs ESI
+195.2%
+4,142.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -15.2% | -6.6% | -8.6% | -11.2% |
| 30D | -29.5% | -9.8% | -19.7% | -24.7% |
| 3M | -15.8% | -11.9% | -3.8% | -9.0% |
| 6M | -2.9% | -25.1% | +22.2% | +17.8% |
| YTD | +154.2% | +31.9% | +122.3% | +130.3% |
| 1Y | +186.6% | +19.2% | +167.4% | +173.6% |
| 3Y | +871.5% | +76.2% | +795.3% | +681.2% |
| 5Y | +911.7% | +39.4% | +872.3% | +801.2% |
| 10Y | +4,277.4% | +304.9% | +3,972.5% | +2,326.9% |
| All | +4,337.4% | +195.2% | +4,142.2% | +2,906.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling