+4,524.1%
MU vs MA
+558.8%
+3,965.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | +21.6% | -0.5% | +22.1% | +22.1% |
| 30D | -16.2% | +7.9% | -24.1% | -20.9% |
| 3M | -12.4% | +16.8% | -29.1% | -22.4% |
| 6M | +4.2% | +31.0% | -26.8% | -17.2% |
| YTD | +180.0% | +15.0% | +164.9% | +142.0% |
| 1Y | +226.4% | +17.0% | +209.4% | +177.7% |
| 3Y | +969.7% | +68.5% | +901.3% | +570.8% |
| 5Y | +957.9% | +85.0% | +873.0% | +508.2% |
| All | +4,524.1% | +558.8% | +3,965.3% | +626.3% |
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