+2,585.3%
MU vs FOXA
+86.3%
+2,499.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.5% |
| 7D | +7.5% | -5.4% | +12.9% | +9.6% |
| 30D | +19.4% | +1.1% | +18.2% | +18.6% |
| 3M | +9.8% | -6.1% | +15.9% | +10.1% |
| 6M | +164.1% | +8.2% | +155.9% | +147.7% |
| YTD | +260.3% | -11.8% | +272.1% | +268.6% |
| 1Y | +661.2% | +9.9% | +651.3% | +598.1% |
| 3Y | +1,380.8% | +110.7% | +1,270.1% | +895.4% |
| 5Y | +1,346.4% | +86.9% | +1,259.4% | +920.9% |
| All | +2,585.3% | +86.3% | +2,499.0% | +1,599.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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