+3,773.6%
MU vs GS
+497.0%
+3,276.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.4% | -11.1% | -12.5% |
| 7D | -29.7% | -6.3% | -23.4% | -25.7% |
| 30D | -37.2% | -3.1% | -34.1% | -35.2% |
| 3M | -26.5% | -17.7% | -8.8% | -14.3% |
| 6M | +2.6% | -4.6% | +7.1% | +8.1% |
| YTD | +130.1% | +0.3% | +129.8% | +131.9% |
| 1Y | +176.7% | +11.7% | +165.0% | +157.3% |
| 3Y | +813.1% | +183.6% | +629.5% | +333.0% |
| 5Y | +822.0% | +141.0% | +681.0% | +382.8% |
| All | +3,773.6% | +497.0% | +3,276.6% | +1,278.0% |
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