+1,315.7%
MU vs GS
+185.3%
+1,130.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | +0.9% | +8.0% | +8.0% |
| 30D | +13.8% | -1.6% | +15.4% | +15.1% |
| 3M | +2.1% | -4.5% | +6.6% | +7.2% |
| 6M | +153.8% | +20.9% | +132.9% | +119.0% |
| YTD | +256.4% | +19.9% | +236.5% | +206.8% |
| 1Y | +719.8% | +41.4% | +678.3% | +515.9% |
| 3Y | +1,360.4% | +239.2% | +1,121.2% | +468.7% |
| All | +1,315.7% | +185.3% | +1,130.4% | +482.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling