+5,778.3%
MU vs GAP
+34.2%
+5,744.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +7.2% | +1.7% | +5.4% | +6.7% |
| 30D | +14.0% | +9.3% | +4.6% | +10.6% |
| 3M | +5.4% | +6.1% | -0.7% | +2.5% |
| 6M | +170.3% | -2.3% | +172.6% | +165.7% |
| YTD | +250.7% | -10.6% | +261.3% | +252.2% |
| 1Y | +662.1% | -4.4% | +666.5% | +648.7% |
| 3Y | +1,341.2% | +118.3% | +1,222.9% | +963.9% |
| 5Y | +1,319.3% | +12.2% | +1,307.2% | +1,073.8% |
| 10Y | +5,778.3% | +33.7% | +5,744.6% | +4,073.2% |
| All | +5,778.3% | +34.2% | +5,744.1% | +4,073.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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