+3,971.9%
MU vs GS
+494.8%
+3,477.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.4% |
| 7D | -22.0% | -3.2% | -18.8% | -19.7% |
| 30D | -36.6% | -2.4% | -34.2% | -35.0% |
| 3M | -21.7% | -15.7% | -6.0% | -10.3% |
| 6M | +3.5% | -6.8% | +10.3% | +11.0% |
| YTD | +141.9% | -0.1% | +142.0% | +144.4% |
| 1Y | +189.8% | +12.1% | +177.7% | +168.8% |
| 3Y | +855.4% | +185.8% | +669.6% | +350.7% |
| 5Y | +869.2% | +140.1% | +729.1% | +408.9% |
| All | +3,971.9% | +494.8% | +3,477.1% | +1,352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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