+4,171.7%
MU vs GS
+1,690.5%
+2,481.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.6% | -10.6% | -9.5% |
| 7D | -19.1% | +0.3% | -19.4% | -19.5% |
| 30D | -25.2% | +3.9% | -29.1% | -27.3% |
| 3M | -10.9% | -11.4% | +0.5% | -3.4% |
| 6M | +38.0% | +3.7% | +34.3% | +35.7% |
| YTD | +178.8% | +7.1% | +171.7% | +166.5% |
| 1Y | +265.1% | +19.7% | +245.5% | +223.7% |
| 3Y | +1,006.2% | +202.8% | +803.4% | +423.9% |
| 5Y | +1,027.5% | +156.7% | +870.8% | +490.4% |
| 10Y | +4,789.9% | +548.7% | +4,241.2% | +1,202.1% |
| All | +4,171.7% | +1,690.5% | +2,481.3% | +408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling