+6,028.8%
MU vs GS
+657.0%
+5,371.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | +0.9% | +8.0% | +8.1% |
| 30D | +13.8% | -1.6% | +15.4% | +15.0% |
| 3M | +2.1% | -4.5% | +6.6% | +6.9% |
| 6M | +153.8% | +20.9% | +132.9% | +121.8% |
| YTD | +256.4% | +19.9% | +236.5% | +211.2% |
| 1Y | +719.8% | +41.4% | +678.3% | +532.2% |
| 3Y | +1,360.4% | +239.2% | +1,121.2% | +497.6% |
| 5Y | +1,312.4% | +185.0% | +1,127.4% | +543.5% |
| All | +6,028.8% | +657.0% | +5,371.8% | +1,380.1% |
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