+1,346.4%
MU vs FOXA
+87.1%
+1,259.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.5% |
| 7D | +7.5% | -5.4% | +12.9% | +9.4% |
| 30D | +19.4% | +1.1% | +18.2% | +18.6% |
| 3M | +9.8% | -6.1% | +15.9% | +11.1% |
| 6M | +164.1% | +8.2% | +155.9% | +148.2% |
| YTD | +260.3% | -11.8% | +272.1% | +273.9% |
| 1Y | +661.2% | +9.9% | +651.3% | +595.8% |
| 3Y | +1,380.8% | +110.7% | +1,270.1% | +839.6% |
| 5Y | +1,346.4% | +86.9% | +1,259.4% | +891.2% |
| All | +1,346.4% | +87.1% | +1,259.3% | +891.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling