+265.1%
MU vs MA
+24.3%
+240.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.9% | -3.9% |
| 7D | -19.1% | +10.2% | -29.3% | -12.5% |
| 30D | -25.2% | +19.3% | -44.6% | -14.5% |
| 3M | -10.9% | +18.0% | -28.9% | +1.6% |
| 6M | +38.0% | +33.7% | +4.3% | +75.5% |
| YTD | +178.8% | +18.6% | +160.2% | +268.9% |
| 1Y | +265.1% | +22.5% | +242.7% | +388.2% |
| All | +265.1% | +24.3% | +240.9% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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