+855.4%
MU vs GS
+183.4%
+672.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | -22.0% | -3.2% | -18.8% | -19.1% |
| 30D | -36.6% | -2.4% | -34.2% | -34.6% |
| 3M | -21.7% | -15.7% | -6.0% | -7.8% |
| 6M | +3.5% | -6.8% | +10.3% | +12.4% |
| YTD | +141.9% | -0.1% | +142.0% | +143.4% |
| 1Y | +189.8% | +12.1% | +177.7% | +162.0% |
| 3Y | +855.4% | +185.8% | +669.6% | +305.1% |
| All | +855.4% | +183.4% | +672.0% | +305.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling