+4,271.9%
MU vs MA
+562.8%
+3,709.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +5.9% |
| 7D | -12.0% | -0.3% | -11.7% | -11.8% |
| 30D | -28.7% | +11.3% | -40.1% | -34.2% |
| 3M | -16.4% | +16.7% | -33.1% | -25.9% |
| 6M | -1.8% | +32.8% | -34.6% | -22.7% |
| YTD | +157.1% | +15.6% | +141.4% | +121.5% |
| 1Y | +208.5% | +19.6% | +188.9% | +158.2% |
| 3Y | +906.2% | +72.1% | +834.1% | +521.2% |
| 5Y | +893.4% | +96.0% | +797.4% | +445.0% |
| 10Y | +4,271.9% | +554.8% | +3,717.1% | +648.3% |
| All | +4,271.9% | +562.8% | +3,709.1% | +648.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling