+855.4%
MU vs GFS
-27.1%
+882.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.2% | -1.1% | +0.9% |
| 7D | -22.0% | -7.8% | -14.2% | -16.9% |
| 30D | -36.6% | -19.7% | -16.9% | -26.4% |
| 3M | -21.7% | -23.1% | +1.4% | -7.4% |
| 6M | +3.5% | -46.4% | +49.9% | +59.4% |
| YTD | +141.9% | +11.0% | +130.9% | +136.7% |
| 1Y | +189.8% | +12.6% | +177.2% | +182.0% |
| 3Y | +855.4% | -24.9% | +880.3% | +996.2% |
| All | +855.4% | -27.1% | +882.5% | +996.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling