+6,028.8%
MU vs MA
+528.1%
+5,500.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.9% |
| 7D | +9.0% | -2.7% | +11.7% | +11.0% |
| 30D | +13.8% | +1.5% | +12.3% | +12.1% |
| 3M | +2.1% | +20.4% | -18.3% | -12.6% |
| 6M | +153.8% | +11.1% | +142.7% | +126.7% |
| YTD | +256.4% | +2.0% | +254.4% | +238.0% |
| 1Y | +719.8% | -2.2% | +721.9% | +695.6% |
| 3Y | +1,360.4% | +41.9% | +1,318.5% | +945.0% |
| 5Y | +1,312.4% | +75.4% | +1,237.1% | +735.3% |
| All | +6,028.8% | +528.1% | +5,500.7% | +984.5% |
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