+1,412.7%
MU vs GFS
-2.1%
+1,414.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +1.7% |
| 7D | +7.5% | +4.5% | +3.0% | +4.9% |
| 30D | +19.4% | -8.2% | +27.6% | +25.2% |
| 3M | +9.8% | -38.9% | +48.7% | +46.7% |
| 6M | +164.1% | -2.9% | +167.0% | +177.5% |
| YTD | +260.3% | +31.8% | +228.5% | +223.0% |
| 1Y | +661.2% | +43.1% | +618.0% | +554.3% |
| 3Y | +1,380.8% | -20.6% | +1,401.5% | +1,506.7% |
| All | +1,412.7% | -2.1% | +1,414.8% | +1,524.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling