+906.2%
MU vs FOXA
+123.0%
+783.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.1% |
| 7D | -12.0% | +7.9% | -19.9% | -12.7% |
| 30D | -28.7% | +8.5% | -37.2% | -29.4% |
| 3M | -16.4% | +6.2% | -22.6% | -17.3% |
| 6M | -1.8% | +8.0% | -9.8% | -3.7% |
| YTD | +157.1% | -6.5% | +163.6% | +168.8% |
| 1Y | +208.5% | +3.6% | +204.9% | +207.7% |
| 3Y | +906.2% | +136.0% | +770.1% | +663.1% |
| All | +906.2% | +123.0% | +783.1% | +663.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling