+2,020.0%
MU vs FOXA
+98.3%
+1,921.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.6% |
| 7D | +2.0% | -2.4% | +4.4% | +3.1% |
| 30D | -18.0% | +8.6% | -26.6% | -20.6% |
| 3M | -6.6% | +9.9% | -16.5% | -10.5% |
| 6M | +2.0% | +0.8% | +1.2% | -1.2% |
| YTD | +184.5% | -6.1% | +190.6% | +182.8% |
| 1Y | +236.9% | +3.3% | +233.6% | +220.3% |
| 3Y | +987.0% | +133.5% | +853.5% | +598.9% |
| 5Y | +1,014.6% | +75.8% | +938.8% | +706.6% |
| All | +2,020.0% | +98.3% | +1,921.7% | +1,204.0% |
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