+599.3%
MU vs GFS
+42.7%
+556.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.0% | +3.2% | -1.2% | -0.3% |
| 30D | +12.5% | -9.6% | +22.1% | +21.1% |
| 3M | +9.6% | -38.5% | +48.1% | +59.4% |
| 6M | +142.6% | -1.3% | +143.9% | +171.2% |
| YTD | +242.7% | +31.8% | +210.8% | +210.1% |
| 1Y | +599.3% | +44.6% | +554.7% | +534.0% |
| All | +599.3% | +42.7% | +556.6% | +534.0% |
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