+189.8%
MU vs GS
+11.2%
+178.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | -22.0% | -3.2% | -18.8% | -18.9% |
| 30D | -36.6% | -2.4% | -34.2% | -34.4% |
| 3M | -21.7% | -15.7% | -6.0% | -7.5% |
| 6M | +3.5% | -6.8% | +10.3% | +14.8% |
| YTD | +141.9% | -0.1% | +142.0% | +144.0% |
| 1Y | +189.8% | +12.1% | +177.7% | +166.4% |
| All | +189.8% | +11.2% | +178.7% | +166.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling