+3,971.9%
MU vs MA
+561.7%
+3,410.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.5% |
| 7D | -22.0% | +2.3% | -24.3% | -23.4% |
| 30D | -36.6% | +14.7% | -51.2% | -42.7% |
| 3M | -21.7% | +13.5% | -35.2% | -29.3% |
| 6M | +3.5% | +33.1% | -29.6% | -18.8% |
| YTD | +141.9% | +15.1% | +126.9% | +109.1% |
| 1Y | +189.8% | +18.7% | +171.1% | +143.8% |
| 3Y | +855.4% | +72.1% | +783.3% | +489.4% |
| 5Y | +869.2% | +92.8% | +776.4% | +438.4% |
| All | +3,971.9% | +561.7% | +3,410.3% | +591.8% |
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