+1,045.7%
MU vs GFS
-11.4%
+1,057.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.0% |
| 7D | +12.8% | +7.4% | +5.4% | +8.6% |
| 30D | -14.9% | -15.3% | +0.4% | -5.8% |
| 3M | -18.0% | -21.1% | +3.1% | -6.2% |
| 6M | -3.1% | -44.5% | +41.4% | +36.7% |
| YTD | +172.9% | +19.2% | +153.7% | +159.5% |
| 1Y | +228.8% | +27.2% | +201.6% | +203.8% |
| 3Y | +950.8% | -20.1% | +971.0% | +1,062.8% |
| 5Y | +931.3% | -25.6% | +956.9% | +1,061.1% |
| All | +1,045.7% | -11.4% | +1,057.1% | +1,205.4% |
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