+719.8%
MU vs GFS
+37.2%
+682.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.0% |
| 7D | +9.0% | +1.0% | +8.0% | +8.2% |
| 30D | +13.8% | -8.6% | +22.4% | +20.6% |
| 3M | +2.1% | -46.5% | +48.6% | +61.7% |
| 6M | +153.8% | -4.8% | +158.6% | +191.7% |
| YTD | +256.4% | +29.7% | +226.7% | +230.0% |
| 1Y | +719.8% | +35.8% | +683.9% | +674.6% |
| All | +719.8% | +37.2% | +682.6% | +674.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling