+4,864.9%
MU vs ESI
+207.0%
+4,657.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +9.7% |
| 7D | +2.0% | +1.8% | +0.2% | +1.9% |
| 30D | -18.0% | -6.6% | -11.4% | -13.9% |
| 3M | -6.6% | -9.4% | +2.8% | -0.5% |
| 6M | +2.0% | -24.1% | +26.2% | +22.8% |
| YTD | +184.5% | +37.1% | +147.3% | +152.6% |
| 1Y | +236.9% | +24.5% | +212.3% | +214.4% |
| 3Y | +987.0% | +83.2% | +903.8% | +756.9% |
| 5Y | +1,014.6% | +44.0% | +970.7% | +875.9% |
| 10Y | +4,609.2% | +332.8% | +4,276.4% | +2,438.0% |
| All | +4,864.9% | +207.0% | +4,657.9% | +3,197.5% |
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